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 | 0.94% | 1.06 CHF | 1.07 CHF | 330'000 | 330'000 | 323'784 | 323'784 | 342'675 CHF | 345'913 CHF | 100.00% | 100.00% |
19.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 325'000 | 325'000 | 323'415 | 323'415 | 342'123 CHF | 345'357 CHF | 100.00% | 100.00% |
18.11.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 320'000 | 320'000 | 318'031 | 318'031 | 329'172 CHF | 332'352 CHF | 100.00% | 100.00% |
15.11.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 315'000 | 315'000 | 314'626 | 314'626 | 324'297 CHF | 327'443 CHF | 100.00% | 100.00% |
14.11.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 320'000 | 320'000 | 321'009 | 321'009 | 339'133 CHF | 342'343 CHF | 99.39% | 99.39% |
13.11.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 330'000 | 330'000 | 322'974 | 322'974 | 343'483 CHF | 346'713 CHF | 100.00% | 100.00% |
12.11.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 320'000 | 320'000 | 315'011 | 315'011 | 323'314 CHF | 326'464 CHF | 100.00% | 100.00% |
11.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 315'000 | 315'000 | 314'424 | 314'424 | 322'734 CHF | 325'879 CHF | 99.93% | 99.93% |
08.11.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 320'000 | 320'000 | 315'069 | 315'069 | 325'890 CHF | 329'041 CHF | 100.00% | 100.00% |
07.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 305'000 | 305'000 | 304'033 | 304'033 | 300'913 CHF | 303'953 CHF | 100.00% | 100.00% |