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 | 0.57% | 1.75 CHF | 1.76 CHF | 330'000 | 330'000 | 323'784 | 323'784 | 564'546 CHF | 567'784 CHF | 100.00% | 100.00% |
19.11.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 325'000 | 325'000 | 323'415 | 323'415 | 563'081 CHF | 566'315 CHF | 100.00% | 100.00% |
18.11.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 320'000 | 320'000 | 318'031 | 318'031 | 547'569 CHF | 550'750 CHF | 100.00% | 100.00% |
15.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 315'000 | 315'000 | 314'626 | 314'626 | 540'122 CHF | 543'268 CHF | 100.00% | 100.00% |
14.11.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 320'000 | 320'000 | 321'005 | 321'005 | 559'775 CHF | 562'985 CHF | 99.34% | 99.34% |
13.11.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 330'000 | 330'000 | 322'974 | 322'974 | 565'313 CHF | 568'543 CHF | 100.00% | 100.00% |
12.11.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 320'000 | 320'000 | 315'013 | 315'013 | 539'531 CHF | 542'682 CHF | 100.00% | 100.00% |
11.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 315'000 | 315'000 | 314'425 | 314'425 | 538'528 CHF | 541'672 CHF | 99.93% | 99.93% |
08.11.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 320'000 | 320'000 | 315'072 | 315'072 | 542'838 CHF | 545'989 CHF | 100.00% | 100.00% |
07.11.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 305'000 | 305'000 | 304'033 | 304'033 | 511'252 CHF | 514'292 CHF | 100.00% | 100.00% |