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 | 1.13% | 0.94 CHF | 0.95 CHF | 588'100 | 588'100 | 595'946 | 595'946 | 525'308 CHF | 531'267 CHF | 99.45% | 99.45% |
19.11.2024 | 1.17% | 0.82 CHF | 0.83 CHF | 601'300 | 601'300 | 584'209 | 584'209 | 494'971 CHF | 500'814 CHF | 100.00% | 100.00% |
18.11.2024 | 1.13% | 0.85 CHF | 0.86 CHF | 573'000 | 573'000 | 592'627 | 592'627 | 519'939 CHF | 525'865 CHF | 98.78% | 98.78% |
15.11.2024 | 1.15% | 0.90 CHF | 0.91 CHF | 606'000 | 606'000 | 579'800 | 579'800 | 502'837 CHF | 508'635 CHF | 98.67% | 98.67% |
14.11.2024 | 1.09% | 0.86 CHF | 0.87 CHF | 563'000 | 563'000 | 625'120 | 625'120 | 570'906 CHF | 577'157 CHF | 100.00% | 100.00% |
13.11.2024 | 1.26% | 0.85 CHF | 0.86 CHF | 666'600 | 666'600 | 658'136 | 658'136 | 520'994 CHF | 527'575 CHF | 100.00% | 100.00% |
12.11.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 652'500 | 652'500 | 678'338 | 678'338 | 531'054 CHF | 537'837 CHF | 99.81% | 99.81% |
11.11.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 695'600 | 695'600 | 795'091 | 795'091 | 573'657 CHF | 581'608 CHF | 99.74% | 99.74% |
08.11.2024 | 1.67% | 0.64 CHF | 0.65 CHF | 860'400 | 860'400 | 863'746 | 863'746 | 514'832 CHF | 523'470 CHF | 99.16% | 99.16% |
07.11.2024 | 1.68% | 0.56 CHF | 0.57 CHF | 866'100 | 866'100 | 785'248 | 785'248 | 462'400 CHF | 470'253 CHF | 99.96% | 99.96% |