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 | 0.67% | 1.46 CHF | 1.47 CHF | 305'000 | 305'000 | 299'947 | 299'947 | 449'160 CHF | 452'159 CHF | 100.00% | 100.00% |
19.11.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 300'000 | 300'000 | 300'113 | 300'113 | 446'664 CHF | 449'665 CHF | 99.27% | 99.27% |
18.11.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 290'000 | 290'000 | 288'155 | 288'155 | 471'805 CHF | 474'687 CHF | 100.00% | 100.00% |
15.11.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 285'000 | 285'000 | 283'482 | 283'482 | 478'685 CHF | 481'520 CHF | 100.00% | 100.00% |
14.11.2024 | 0.57% | 1.70 CHF | 1.71 CHF | 285'000 | 285'000 | 278'060 | 278'060 | 485'651 CHF | 488'431 CHF | 99.39% | 99.39% |
13.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 300'000 | 300'000 | 297'582 | 297'582 | 450'848 CHF | 453'824 CHF | 100.00% | 100.00% |
12.11.2024 | 0.63% | 1.50 CHF | 1.51 CHF | 300'000 | 300'000 | 291'926 | 291'926 | 461'630 CHF | 464'550 CHF | 99.25% | 99.25% |
11.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 285'000 | 285'000 | 283'825 | 283'825 | 473'447 CHF | 476'285 CHF | 100.00% | 100.00% |
08.11.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 290'000 | 290'000 | 287'691 | 287'691 | 470'102 CHF | 472'979 CHF | 98.89% | 98.89% |
07.11.2024 | 0.60% | 1.71 CHF | 1.72 CHF | 280'000 | 280'000 | 283'392 | 283'392 | 473'476 CHF | 476'310 CHF | 100.00% | 100.00% |