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 | 0.56% | 1.89 CHF | 1.90 CHF | 294'100 | 294'100 | 297'993 | 297'993 | 528'500 CHF | 531'480 CHF | 99.45% | 99.45% |
19.11.2024 | 0.59% | 1.64 CHF | 1.65 CHF | 300'700 | 300'700 | 292'154 | 292'154 | 498'096 CHF | 501'018 CHF | 100.00% | 100.00% |
18.11.2024 | 0.57% | 1.71 CHF | 1.72 CHF | 286'500 | 286'500 | 296'314 | 296'314 | 522'824 CHF | 525'787 CHF | 98.78% | 98.78% |
15.11.2024 | 0.57% | 1.80 CHF | 1.81 CHF | 303'000 | 303'000 | 289'900 | 289'900 | 505'822 CHF | 508'721 CHF | 98.67% | 98.67% |
14.11.2024 | 0.54% | 1.72 CHF | 1.73 CHF | 281'500 | 281'500 | 312'590 | 312'590 | 574'071 CHF | 577'197 CHF | 100.00% | 100.00% |
13.11.2024 | 0.63% | 1.72 CHF | 1.73 CHF | 333'300 | 333'300 | 329'098 | 329'098 | 524'199 CHF | 527'490 CHF | 100.00% | 100.00% |
12.11.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 326'300 | 326'300 | 339'218 | 339'218 | 534'508 CHF | 537'901 CHF | 99.82% | 99.82% |
11.11.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 347'800 | 347'800 | 397'574 | 397'574 | 577'793 CHF | 581'769 CHF | 99.74% | 99.74% |
08.11.2024 | 0.83% | 1.29 CHF | 1.30 CHF | 430'200 | 430'200 | 431'873 | 431'873 | 519'082 CHF | 523'401 CHF | 99.16% | 99.16% |
07.11.2024 | 0.84% | 1.14 CHF | 1.15 CHF | 433'100 | 433'100 | 392'644 | 392'644 | 466'294 CHF | 470'221 CHF | 99.96% | 99.96% |