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 | 0.84% | 1.10 CHF | 1.11 CHF | 515'400 | 515'400 | 515'400 | 515'400 | 610'724 CHF | 615'878 CHF | 100.00% | 100.00% |
19.11.2024 | 0.92% | 1.12 CHF | 1.13 CHF | 476'700 | 476'700 | 476'700 | 476'700 | 517'192 CHF | 521'958 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 1.26 CHF | 1.27 CHF | 481'300 | 481'300 | 481'300 | 481'300 | 592'061 CHF | 596'874 CHF | 98.93% | 98.93% |
15.11.2024 | 0.76% | 1.25 CHF | 1.26 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 591'348 CHF | 595'848 CHF | 100.00% | 100.00% |
14.11.2024 | 0.77% | 1.36 CHF | 1.37 CHF | 513'800 | 513'800 | 513'800 | 513'800 | 668'946 CHF | 674'084 CHF | 100.00% | 100.00% |
13.11.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 505'200 | 505'200 | 505'200 | 505'200 | 587'314 CHF | 592'366 CHF | 99.46% | 99.46% |
12.11.2024 | 0.69% | 1.17 CHF | 1.18 CHF | 350'900 | 350'900 | 350'900 | 350'900 | 512'507 CHF | 516'016 CHF | 100.00% | 100.00% |
11.11.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 395'800 | 395'800 | 395'717 | 395'717 | 698'280 CHF | 702'238 CHF | 100.00% | 100.00% |
08.11.2024 | 0.61% | 1.55 CHF | 1.56 CHF | 343'800 | 343'800 | 343'800 | 343'800 | 558'946 CHF | 562'384 CHF | 99.87% | 99.87% |
07.11.2024 | 0.56% | 1.82 CHF | 1.83 CHF | 371'900 | 371'900 | 371'900 | 371'900 | 657'245 CHF | 660'964 CHF | 99.68% | 99.68% |