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 | 0.92% | 1.04 CHF | 1.05 CHF | 305'000 | 305'000 | 299'932 | 299'932 | 322'974 CHF | 325'973 CHF | 99.73% | 99.73% |
19.11.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 300'000 | 300'000 | 300'110 | 300'110 | 320'589 CHF | 323'590 CHF | 98.69% | 98.69% |
18.11.2024 | 0.82% | 1.19 CHF | 1.20 CHF | 290'000 | 290'000 | 288'157 | 288'157 | 350'400 CHF | 353'281 CHF | 99.89% | 99.89% |
15.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 285'000 | 285'000 | 283'476 | 283'476 | 358'976 CHF | 361'810 CHF | 99.63% | 99.63% |
14.11.2024 | 0.75% | 1.28 CHF | 1.29 CHF | 285'000 | 285'000 | 278'037 | 278'037 | 368'447 CHF | 371'228 CHF | 97.19% | 97.19% |
13.11.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 300'000 | 300'000 | 297'582 | 297'582 | 325'463 CHF | 328'438 CHF | 100.00% | 100.00% |
12.11.2024 | 0.86% | 1.08 CHF | 1.09 CHF | 300'000 | 300'000 | 291'924 | 291'924 | 338'833 CHF | 341'752 CHF | 99.19% | 99.19% |
11.11.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 285'000 | 285'000 | 283'824 | 283'824 | 353'857 CHF | 356'696 CHF | 99.95% | 99.95% |
08.11.2024 | 0.82% | 1.18 CHF | 1.19 CHF | 290'000 | 290'000 | 287'692 | 287'692 | 348'621 CHF | 351'498 CHF | 98.90% | 98.90% |
07.11.2024 | 0.80% | 1.29 CHF | 1.30 CHF | 280'000 | 280'000 | 283'386 | 283'386 | 353'496 CHF | 356'330 CHF | 99.40% | 99.40% |