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 | 0.80% | 1.25 CHF | 1.26 CHF | 330'000 | 330'000 | 323'785 | 323'785 | 403'091 CHF | 406'328 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 325'000 | 325'000 | 323'414 | 323'414 | 402'388 CHF | 405'622 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 320'000 | 320'000 | 318'028 | 318'028 | 388'719 CHF | 391'899 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 315'000 | 315'000 | 314'626 | 314'626 | 382'724 CHF | 385'871 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 320'000 | 320'000 | 321'008 | 321'008 | 399'354 CHF | 402'564 CHF | 99.34% | 99.34% |
13.11.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 330'000 | 330'000 | 322'973 | 322'973 | 403'841 CHF | 407'070 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 320'000 | 320'000 | 315'012 | 315'012 | 382'145 CHF | 385'296 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 315'000 | 315'000 | 314'425 | 314'425 | 381'260 CHF | 384'404 CHF | 99.93% | 99.93% |
08.11.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 320'000 | 320'000 | 315'068 | 315'068 | 384'991 CHF | 388'142 CHF | 100.00% | 100.00% |
07.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 305'000 | 305'000 | 304'032 | 304'032 | 358'143 CHF | 361'184 CHF | 100.00% | 100.00% |