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 | 0.74% | 1.41 CHF | 1.42 CHF | 636'900 | 636'900 | 636'900 | 636'900 | 858'109 CHF | 864'478 CHF | 100.00% | 100.00% |
19.11.2024 | 0.70% | 1.39 CHF | 1.40 CHF | 675'900 | 675'900 | 675'900 | 675'900 | 957'244 CHF | 964'003 CHF | 100.00% | 100.00% |
18.11.2024 | 0.75% | 1.30 CHF | 1.31 CHF | 670'000 | 670'000 | 670'000 | 670'000 | 887'453 CHF | 894'153 CHF | 98.93% | 98.93% |
15.11.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 705'400 | 705'400 | 705'400 | 705'400 | 900'239 CHF | 907'293 CHF | 100.00% | 100.00% |
14.11.2024 | 0.77% | 1.25 CHF | 1.26 CHF | 623'400 | 623'400 | 623'400 | 623'400 | 804'135 CHF | 810'369 CHF | 100.00% | 100.00% |
13.11.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 631'700 | 631'700 | 631'700 | 631'700 | 885'328 CHF | 891'645 CHF | 99.46% | 99.46% |
12.11.2024 | 0.79% | 1.39 CHF | 1.40 CHF | 789'400 | 789'400 | 789'400 | 789'400 | 997'022 CHF | 1'004'920 CHF | 100.00% | 100.00% |
11.11.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 706'200 | 706'200 | 706'055 | 706'055 | 801'354 CHF | 808'416 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 781'900 | 781'900 | 781'900 | 781'900 | 957'534 CHF | 965'353 CHF | 99.87% | 99.87% |
07.11.2024 | 0.85% | 1.14 CHF | 1.15 CHF | 729'400 | 729'400 | 729'400 | 729'400 | 856'754 CHF | 864'048 CHF | 99.68% | 99.68% |