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 | 1.02% | 1.00 CHF | 1.01 CHF | 427'700 | 427'700 | 427'700 | 427'700 | 416'008 CHF | 420'285 CHF | 100.00% | 100.00% |
19.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 464'800 | 464'800 | 464'800 | 464'800 | 466'103 CHF | 470'751 CHF | 100.00% | 100.00% |
18.11.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 463'900 | 463'900 | 463'900 | 463'900 | 421'254 CHF | 425'893 CHF | 100.00% | 100.00% |
15.11.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 449'300 | 449'300 | 449'300 | 449'300 | 416'011 CHF | 420'504 CHF | 100.00% | 100.00% |
14.11.2024 | 1.02% | 0.94 CHF | 0.95 CHF | 409'600 | 409'600 | 409'600 | 409'600 | 400'229 CHF | 404'325 CHF | 100.00% | 100.00% |
13.11.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 414'000 | 414'000 | 414'000 | 414'000 | 416'844 CHF | 420'984 CHF | 100.00% | 100.00% |
12.11.2024 | 1.03% | 1.01 CHF | 1.02 CHF | 458'600 | 458'600 | 458'600 | 458'600 | 444'752 CHF | 449'338 CHF | 100.00% | 100.00% |
11.11.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 424'100 | 424'100 | 424'100 | 424'100 | 401'985 CHF | 406'226 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 443'800 | 443'800 | 443'800 | 443'800 | 440'801 CHF | 445'239 CHF | 100.00% | 100.00% |
07.11.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 444'300 | 444'300 | 444'300 | 444'300 | 417'767 CHF | 422'210 CHF | 99.68% | 99.68% |