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% | 0.88 CHF | 0.89 CHF | 370'000 | 370'000 | 368'474 | 368'474 | 328'848 CHF | 332'532 CHF | 100.00% | 100.00% |
19.11.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 370'000 | 370'000 | 370'073 | 370'073 | 323'102 CHF | 326'802 CHF | 99.98% | 99.98% |
18.11.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 370'000 | 370'000 | 369'937 | 369'937 | 321'566 CHF | 325'265 CHF | 99.99% | 99.99% |
15.11.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 370'000 | 370'000 | 368'474 | 368'474 | 323'465 CHF | 327'150 CHF | 100.00% | 100.00% |
14.11.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 370'000 | 370'000 | 368'475 | 368'475 | 328'946 CHF | 332'630 CHF | 99.97% | 99.97% |
13.11.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 380'000 | 380'000 | 378'688 | 378'688 | 306'556 CHF | 310'343 CHF | 100.00% | 100.00% |
12.11.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 380'000 | 380'000 | 375'534 | 375'534 | 319'614 CHF | 323'369 CHF | 99.94% | 99.94% |
11.11.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 370'000 | 370'000 | 368'474 | 368'474 | 324'730 CHF | 328'415 CHF | 100.00% | 100.00% |
08.11.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 370'000 | 370'000 | 371'680 | 371'680 | 319'629 CHF | 323'345 CHF | 99.20% | 99.20% |
07.11.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 380'000 | 380'000 | 376'709 | 376'709 | 317'540 CHF | 321'307 CHF | 100.00% | 100.00% |