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% | 0.86 CHF | 0.87 CHF | 315'000 | 315'000 | 110'286 | 110'286 | 98'026 CHF | 99'131 CHF | 99.78% | 99.78% |
19.11.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 325'000 | 325'000 | 111'943 | 111'943 | 103'105 CHF | 104'226 CHF | 100.00% | 100.00% |
18.11.2024 | 1.13% | 0.91 CHF | 0.92 CHF | 320'000 | 320'000 | 110'137 | 110'137 | 99'308 CHF | 100'410 CHF | 99.91% | 99.91% |
15.11.2024 | 1.15% | 0.90 CHF | 0.91 CHF | 320'000 | 320'000 | 109'483 | 109'483 | 96'871 CHF | 97'967 CHF | 100.00% | 100.00% |
14.11.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 310'000 | 310'000 | 105'288 | 105'288 | 91'016 CHF | 92'070 CHF | 100.00% | 100.00% |
13.11.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 315'000 | 315'000 | 109'307 | 109'307 | 95'706 CHF | 96'800 CHF | 100.00% | 100.00% |
12.11.2024 | 1.20% | 0.87 CHF | 0.88 CHF | 315'000 | 315'000 | 109'245 | 109'245 | 93'696 CHF | 94'790 CHF | 100.00% | 100.00% |
11.11.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 310'000 | 310'000 | 107'633 | 107'633 | 88'407 CHF | 89'485 CHF | 99.78% | 99.78% |
08.11.2024 | 1.98% | 0.82 CHF | 0.83 CHF | 315'000 | 315'000 | 87'356 | 87'356 | 73'255 CHF | 74'238 CHF | 99.21% | 99.21% |
07.11.2024 | 1.42% | 0.67 CHF | 0.68 CHF | 295'000 | 295'000 | 102'788 | 102'788 | 71'323 CHF | 72'353 CHF | 99.85% | 99.85% |