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 | 0.90% | 1.08 CHF | 1.09 CHF | 305'000 | 305'000 | 299'946 | 299'946 | 332'871 CHF | 335'871 CHF | 100.00% | 100.00% |
19.11.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 300'000 | 300'000 | 300'114 | 300'114 | 330'431 CHF | 333'432 CHF | 99.29% | 99.29% |
18.11.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 290'000 | 290'000 | 288'156 | 288'156 | 359'844 CHF | 362'726 CHF | 100.00% | 100.00% |
15.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 285'000 | 285'000 | 283'481 | 283'481 | 368'376 CHF | 371'211 CHF | 100.00% | 100.00% |
14.11.2024 | 0.73% | 1.31 CHF | 1.32 CHF | 285'000 | 285'000 | 278'056 | 278'056 | 377'596 CHF | 380'376 CHF | 99.39% | 99.39% |
13.11.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 300'000 | 300'000 | 297'580 | 297'580 | 335'246 CHF | 338'222 CHF | 100.00% | 100.00% |
12.11.2024 | 0.84% | 1.11 CHF | 1.12 CHF | 300'000 | 300'000 | 291'924 | 291'924 | 348'113 CHF | 351'032 CHF | 99.27% | 99.27% |
11.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 285'000 | 285'000 | 283'825 | 283'825 | 363'345 CHF | 366'183 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 290'000 | 290'000 | 287'691 | 287'691 | 358'118 CHF | 360'995 CHF | 98.89% | 98.89% |
07.11.2024 | 0.78% | 1.32 CHF | 1.33 CHF | 280'000 | 280'000 | 283'394 | 283'394 | 362'829 CHF | 365'663 CHF | 100.00% | 100.00% |