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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.79% | 1.30 CHF | 1.31 CHF | 505'500 | 505'500 | 563'092 | 563'092 | 713'035 CHF | 718'666 CHF | 100.00% | 100.00% |
20.11.2024 | 0.94% | 1.11 CHF | 1.12 CHF | 630'900 | 630'900 | 637'367 | 637'367 | 672'235 CHF | 678'608 CHF | 99.42% | 99.42% |
19.11.2024 | 0.97% | 1.00 CHF | 1.01 CHF | 641'800 | 641'800 | 627'898 | 627'898 | 642'373 CHF | 648'652 CHF | 100.00% | 100.00% |
18.11.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 618'700 | 618'700 | 634'854 | 634'854 | 667'200 CHF | 673'548 CHF | 98.75% | 98.75% |
15.11.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 645'900 | 645'900 | 624'635 | 624'635 | 650'863 CHF | 657'109 CHF | 98.67% | 98.67% |
14.11.2024 | 0.92% | 1.03 CHF | 1.04 CHF | 611'100 | 611'100 | 662'417 | 662'417 | 717'304 CHF | 723'928 CHF | 100.00% | 100.00% |
13.11.2024 | 1.03% | 1.03 CHF | 1.04 CHF | 696'700 | 696'700 | 689'917 | 689'917 | 668'510 CHF | 675'409 CHF | 100.00% | 100.00% |
12.11.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 685'500 | 685'500 | 706'178 | 706'178 | 678'362 CHF | 685'424 CHF | 99.78% | 99.78% |
11.11.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 720'000 | 720'000 | 798'459 | 798'459 | 720'434 CHF | 728'418 CHF | 99.72% | 99.72% |
08.11.2024 | 1.28% | 0.82 CHF | 0.83 CHF | 850'000 | 850'000 | 852'509 | 852'509 | 663'293 CHF | 671'818 CHF | 99.15% | 99.15% |