Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.95% | 0.99 CHF | 1.00 CHF | 843'200 | 843'200 | 843'200 | 843'200 | 880'212 CHF | 888'644 CHF | 100.00% | 100.00% |
19.11.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 802'900 | 802'900 | 802'900 | 802'900 | 791'367 CHF | 799'396 CHF | 100.00% | 100.00% |
18.11.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 807'700 | 807'700 | 807'700 | 807'700 | 864'343 CHF | 872'420 CHF | 98.94% | 98.94% |
15.11.2024 | 0.89% | 1.08 CHF | 1.09 CHF | 774'300 | 774'300 | 774'300 | 774'300 | 866'136 CHF | 873'879 CHF | 100.00% | 100.00% |
14.11.2024 | 0.90% | 1.14 CHF | 1.15 CHF | 844'200 | 844'200 | 844'200 | 844'200 | 937'117 CHF | 945'559 CHF | 100.00% | 100.00% |
13.11.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 835'200 | 835'200 | 835'200 | 835'200 | 858'330 CHF | 866'682 CHF | 99.46% | 99.46% |
12.11.2024 | 0.85% | 1.04 CHF | 1.05 CHF | 672'900 | 672'900 | 672'900 | 672'900 | 794'131 CHF | 800'860 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 727'600 | 727'600 | 727'450 | 727'450 | 970'422 CHF | 977'698 CHF | 100.00% | 100.00% |
08.11.2024 | 0.79% | 1.22 CHF | 1.23 CHF | 666'700 | 666'700 | 666'700 | 666'700 | 839'774 CHF | 846'441 CHF | 99.87% | 99.87% |
07.11.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 701'400 | 701'400 | 701'400 | 701'400 | 933'900 CHF | 940'914 CHF | 99.68% | 99.68% |