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 | 0.52% | 1.93 CHF | 1.94 CHF | 330'000 | 330'000 | 323'786 | 323'786 | 623'744 CHF | 626'982 CHF | 100.00% | 100.00% |
19.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 325'000 | 325'000 | 323'415 | 323'415 | 622'805 CHF | 626'039 CHF | 100.00% | 100.00% |
18.11.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 320'000 | 320'000 | 318'028 | 318'028 | 605'789 CHF | 608'969 CHF | 100.00% | 100.00% |
15.11.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 315'000 | 315'000 | 314'626 | 314'626 | 598'670 CHF | 601'816 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 320'000 | 320'000 | 321'008 | 321'008 | 618'618 CHF | 621'829 CHF | 99.34% | 99.34% |
13.11.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 330'000 | 330'000 | 322'973 | 322'973 | 625'024 CHF | 628'254 CHF | 100.00% | 100.00% |
12.11.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 320'000 | 320'000 | 315'011 | 315'011 | 597'504 CHF | 600'654 CHF | 100.00% | 100.00% |
11.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 315'000 | 315'000 | 314'425 | 314'425 | 596'682 CHF | 599'827 CHF | 99.93% | 99.93% |
08.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 320'000 | 320'000 | 315'072 | 315'072 | 601'299 CHF | 604'450 CHF | 100.00% | 100.00% |
07.11.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 305'000 | 305'000 | 304'031 | 304'031 | 567'650 CHF | 570'690 CHF | 100.00% | 100.00% |