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 | 0.53% | 1.92 CHF | 1.93 CHF | 223'500 | 223'500 | 223'500 | 223'500 | 417'978 CHF | 420'213 CHF | 100.00% | 100.00% |
19.11.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 242'900 | 242'900 | 242'900 | 242'900 | 468'503 CHF | 470'932 CHF | 99.96% | 99.96% |
18.11.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 242'400 | 242'400 | 242'400 | 242'400 | 423'462 CHF | 425'886 CHF | 100.00% | 100.00% |
15.11.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 234'800 | 234'800 | 234'800 | 234'800 | 418'124 CHF | 420'472 CHF | 100.00% | 100.00% |
14.11.2024 | 0.53% | 1.82 CHF | 1.83 CHF | 214'000 | 214'000 | 214'000 | 214'000 | 402'047 CHF | 404'187 CHF | 100.00% | 100.00% |
13.11.2024 | 0.52% | 1.98 CHF | 1.99 CHF | 216'400 | 216'400 | 216'400 | 216'400 | 418'989 CHF | 421'153 CHF | 100.00% | 100.00% |
12.11.2024 | 0.53% | 1.95 CHF | 1.96 CHF | 239'700 | 239'700 | 239'700 | 239'700 | 447'118 CHF | 449'515 CHF | 100.00% | 100.00% |
11.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 221'600 | 221'600 | 221'600 | 221'600 | 403'970 CHF | 406'186 CHF | 100.00% | 100.00% |
08.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 231'900 | 231'900 | 231'900 | 231'900 | 442'990 CHF | 445'309 CHF | 100.00% | 100.00% |
07.11.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 232'200 | 232'200 | 232'200 | 232'200 | 420'029 CHF | 422'351 CHF | 99.67% | 99.67% |