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 | 1.25% | 0.73 CHF | 0.74 CHF | 192'700 | 192'700 | 192'700 | 192'700 | 153'502 CHF | 155'429 CHF | 100.00% | 100.00% |
19.11.2024 | 1.39% | 0.76 CHF | 0.77 CHF | 189'300 | 189'300 | 189'300 | 189'300 | 135'269 CHF | 137'162 CHF | 100.00% | 100.00% |
18.11.2024 | 1.26% | 0.83 CHF | 0.84 CHF | 199'700 | 199'700 | 199'700 | 199'700 | 158'138 CHF | 160'135 CHF | 98.93% | 98.93% |
15.11.2024 | 1.17% | 0.74 CHF | 0.75 CHF | 175'300 | 175'300 | 175'300 | 175'300 | 149'131 CHF | 150'884 CHF | 100.00% | 100.00% |
14.11.2024 | 1.04% | 1.00 CHF | 1.01 CHF | 180'600 | 180'600 | 180'600 | 180'600 | 173'534 CHF | 175'340 CHF | 100.00% | 100.00% |
13.11.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 171'000 | 171'000 | 171'000 | 171'000 | 161'200 CHF | 162'910 CHF | 99.86% | 99.86% |
12.11.2024 | 0.85% | 1.09 CHF | 1.10 CHF | 139'100 | 139'100 | 139'100 | 139'100 | 163'382 CHF | 164'773 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 1.30 CHF | 1.31 CHF | 133'000 | 133'000 | 133'000 | 133'000 | 168'765 CHF | 170'095 CHF | 100.00% | 100.00% |
08.11.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 134'100 | 134'100 | 134'100 | 134'100 | 144'038 CHF | 145'379 CHF | 100.00% | 100.00% |
07.11.2024 | 0.87% | 1.18 CHF | 1.19 CHF | 138'500 | 138'500 | 138'500 | 138'500 | 159'115 CHF | 160'500 CHF | 99.67% | 99.67% |