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 | 0.65% | 1.55 CHF | 1.56 CHF | 330'000 | 330'000 | 323'784 | 323'784 | 499'827 CHF | 503'064 CHF | 100.00% | 100.00% |
19.11.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 325'000 | 325'000 | 323'414 | 323'414 | 498'561 CHF | 501'795 CHF | 100.00% | 100.00% |
18.11.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 320'000 | 320'000 | 318'031 | 318'031 | 483'799 CHF | 486'980 CHF | 100.00% | 100.00% |
15.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 315'000 | 315'000 | 314'626 | 314'626 | 476'844 CHF | 479'990 CHF | 100.00% | 100.00% |
14.11.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 320'000 | 320'000 | 321'006 | 321'006 | 495'327 CHF | 498'537 CHF | 99.34% | 99.34% |
13.11.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 330'000 | 330'000 | 322'973 | 322'973 | 500'440 CHF | 503'670 CHF | 100.00% | 100.00% |
12.11.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 320'000 | 320'000 | 315'012 | 315'012 | 476'469 CHF | 479'620 CHF | 100.00% | 100.00% |
11.11.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 315'000 | 315'000 | 314'424 | 314'424 | 475'354 CHF | 478'498 CHF | 99.93% | 99.93% |
08.11.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 320'000 | 320'000 | 315'066 | 315'066 | 479'480 CHF | 482'630 CHF | 100.00% | 100.00% |
07.11.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 305'000 | 305'000 | 304'033 | 304'033 | 449'717 CHF | 452'757 CHF | 100.00% | 100.00% |