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 | 1.09% | 0.98 CHF | 0.99 CHF | 637'800 | 637'800 | 637'800 | 637'800 | 584'690 CHF | 591'068 CHF | 100.00% | 100.00% |
19.11.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 694'200 | 694'200 | 694'200 | 694'200 | 685'055 CHF | 691'997 CHF | 100.00% | 100.00% |
18.11.2024 | 1.11% | 0.87 CHF | 0.88 CHF | 685'500 | 685'500 | 685'500 | 685'500 | 612'414 CHF | 619'269 CHF | 98.93% | 98.93% |
15.11.2024 | 1.18% | 0.88 CHF | 0.89 CHF | 737'800 | 737'800 | 737'800 | 737'800 | 623'097 CHF | 630'475 CHF | 100.00% | 100.00% |
14.11.2024 | 1.16% | 0.82 CHF | 0.83 CHF | 613'900 | 613'900 | 613'900 | 613'900 | 528'477 CHF | 534'616 CHF | 100.00% | 100.00% |
13.11.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 625'700 | 625'700 | 625'700 | 625'700 | 611'983 CHF | 618'240 CHF | 99.46% | 99.46% |
12.11.2024 | 1.18% | 0.96 CHF | 0.97 CHF | 851'300 | 851'300 | 851'300 | 851'300 | 718'517 CHF | 727'030 CHF | 100.00% | 100.00% |
11.11.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 721'700 | 721'700 | 721'556 | 721'556 | 520'361 CHF | 527'578 CHF | 100.00% | 100.00% |
08.11.2024 | 1.23% | 0.84 CHF | 0.85 CHF | 833'500 | 833'500 | 833'500 | 833'500 | 676'672 CHF | 685'007 CHF | 99.87% | 99.87% |
07.11.2024 | 1.30% | 0.73 CHF | 0.74 CHF | 752'600 | 752'600 | 752'600 | 752'600 | 574'078 CHF | 581'604 CHF | 99.67% | 99.67% |