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 | 1.08% | 0.85 CHF | 0.86 CHF | 209'100 | 209'100 | 73'155 | 73'155 | 65'960 CHF | 66'693 CHF | 99.78% | 99.78% |
19.11.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 222'000 | 222'000 | 76'484 | 76'484 | 73'102 CHF | 73'868 CHF | 100.00% | 100.00% |
18.11.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 221'500 | 221'500 | 76'258 | 76'258 | 70'375 CHF | 71'138 CHF | 99.90% | 99.90% |
15.11.2024 | 1.14% | 0.91 CHF | 0.92 CHF | 238'900 | 238'900 | 81'484 | 81'484 | 72'837 CHF | 73'653 CHF | 100.00% | 100.00% |
14.11.2024 | 1.15% | 0.83 CHF | 0.84 CHF | 216'100 | 216'100 | 73'363 | 73'363 | 63'344 CHF | 64'078 CHF | 100.00% | 100.00% |
13.11.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 223'300 | 223'300 | 77'557 | 77'557 | 68'563 CHF | 69'339 CHF | 100.00% | 100.00% |
12.11.2024 | 1.20% | 0.87 CHF | 0.88 CHF | 258'600 | 258'600 | 89'442 | 89'442 | 77'033 CHF | 77'928 CHF | 100.00% | 100.00% |
11.11.2024 | 1.21% | 0.78 CHF | 0.79 CHF | 229'100 | 229'100 | 79'309 | 79'309 | 64'697 CHF | 65'491 CHF | 99.77% | 99.77% |
08.11.2024 | 1.95% | 0.83 CHF | 0.84 CHF | 343'300 | 343'300 | 95'064 | 95'064 | 80'670 CHF | 81'739 CHF | 99.21% | 99.21% |
07.11.2024 | - | 0.69 CHF | - CHF | 251'200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.85% |