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 | 1.00% | 1.03 CHF | 1.04 CHF | 418'400 | 418'400 | 418'400 | 418'400 | 417'819 CHF | 422'003 CHF | 100.00% | 100.00% |
19.11.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 421'800 | 421'800 | 421'800 | 421'800 | 439'986 CHF | 444'204 CHF | 100.00% | 100.00% |
18.11.2024 | 0.98% | 0.99 CHF | 1.00 CHF | 411'100 | 411'100 | 411'100 | 411'100 | 415'629 CHF | 419'740 CHF | 98.94% | 98.94% |
15.11.2024 | 1.01% | 1.03 CHF | 1.04 CHF | 433'800 | 433'800 | 433'800 | 433'800 | 429'256 CHF | 433'594 CHF | 100.00% | 100.00% |
14.11.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 427'700 | 427'700 | 427'700 | 427'700 | 404'263 CHF | 408'540 CHF | 100.00% | 100.00% |
13.11.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 438'000 | 438'000 | 438'000 | 438'000 | 418'061 CHF | 422'441 CHF | 99.87% | 99.87% |
12.11.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 475'000 | 475'000 | 475'000 | 475'000 | 427'352 CHF | 432'102 CHF | 100.00% | 100.00% |
11.11.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 484'500 | 484'500 | 484'500 | 484'500 | 424'952 CHF | 429'797 CHF | 100.00% | 100.00% |
08.11.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 482'400 | 482'400 | 482'400 | 482'400 | 447'021 CHF | 451'845 CHF | 100.00% | 100.00% |
07.11.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 475'100 | 475'100 | 475'100 | 475'100 | 428'653 CHF | 433'404 CHF | 99.68% | 99.68% |