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 | 1.32% | 0.72 CHF | 0.73 CHF | 500'400 | 500'400 | 257'906 | 257'906 | 196'699 CHF | 199'287 CHF | 99.90% | 99.90% |
19.11.2024 | 1.42% | 0.78 CHF | 0.79 CHF | 521'100 | 521'100 | 280'045 | 280'045 | 202'742 CHF | 205'548 CHF | 99.55% | 99.55% |
18.11.2024 | 1.33% | 0.78 CHF | 0.79 CHF | 603'500 | 603'500 | 317'773 | 317'773 | 243'868 CHF | 247'055 CHF | 98.72% | 98.72% |
15.11.2024 | 1.87% | 0.59 CHF | 0.60 CHF | 710'800 | 710'800 | 378'884 | 378'884 | 208'758 CHF | 212'555 CHF | 99.46% | 99.46% |
14.11.2024 | 1.49% | 0.60 CHF | 0.61 CHF | 579'800 | 579'800 | 296'884 | 296'884 | 197'357 CHF | 200'332 CHF | 98.87% | 98.87% |
13.11.2024 | 1.38% | 0.69 CHF | 0.70 CHF | 577'700 | 577'700 | 295'299 | 295'299 | 216'226 CHF | 219'185 CHF | 99.34% | 99.34% |
12.11.2024 | 1.20% | 0.80 CHF | 0.81 CHF | 446'100 | 446'100 | 221'412 | 221'412 | 185'416 CHF | 187'635 CHF | 96.71% | 96.71% |
11.11.2024 | 1.21% | 0.93 CHF | 0.94 CHF | 533'300 | 533'300 | 289'805 | 289'805 | 244'537 CHF | 247'442 CHF | 99.30% | 99.30% |
08.11.2024 | 1.94% | 0.63 CHF | 0.64 CHF | 735'900 | 735'900 | 392'705 | 392'705 | 212'318 CHF | 216'253 CHF | 100.00% | 100.00% |
07.11.2024 | 2.27% | 0.50 CHF | 0.51 CHF | 857'000 | 857'000 | 458'538 | 458'538 | 208'196 CHF | 212'791 CHF | 99.77% | 99.77% |