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 | 1.11% | 0.90 CHF | 0.91 CHF | 330'000 | 330'000 | 323'786 | 323'786 | 288'846 CHF | 292'084 CHF | 100.00% | 100.00% |
19.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 325'000 | 325'000 | 323'417 | 323'417 | 287'905 CHF | 291'139 CHF | 100.00% | 100.00% |
18.11.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 320'000 | 320'000 | 318'028 | 318'028 | 275'876 CHF | 279'056 CHF | 100.00% | 100.00% |
15.11.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 315'000 | 315'000 | 314'629 | 314'629 | 271'356 CHF | 274'502 CHF | 100.00% | 100.00% |
14.11.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 320'000 | 320'000 | 321'007 | 321'007 | 285'206 CHF | 288'416 CHF | 99.39% | 99.39% |
13.11.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 330'000 | 330'000 | 322'973 | 322'973 | 289'321 CHF | 292'551 CHF | 100.00% | 100.00% |
12.11.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 320'000 | 320'000 | 315'012 | 315'012 | 270'326 CHF | 273'476 CHF | 100.00% | 100.00% |
11.11.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 315'000 | 315'000 | 314'424 | 314'424 | 269'679 CHF | 272'824 CHF | 99.93% | 99.93% |
08.11.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 320'000 | 320'000 | 315'068 | 315'068 | 272'839 CHF | 275'990 CHF | 100.00% | 100.00% |
07.11.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 305'000 | 305'000 | 304'034 | 304'034 | 249'632 CHF | 252'673 CHF | 100.00% | 100.00% |