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 | 1.06% | 0.91 CHF | 0.92 CHF | 305'000 | 305'000 | 299'947 | 299'947 | 282'761 CHF | 285'760 CHF | 99.99% | 99.99% |
19.11.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 300'000 | 300'000 | 300'108 | 300'108 | 280'340 CHF | 283'341 CHF | 98.91% | 98.91% |
18.11.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 290'000 | 290'000 | 288'155 | 288'155 | 311'499 CHF | 314'380 CHF | 100.00% | 100.00% |
15.11.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 285'000 | 285'000 | 283'477 | 283'477 | 320'901 CHF | 323'736 CHF | 99.78% | 99.78% |
14.11.2024 | 0.84% | 1.14 CHF | 1.15 CHF | 285'000 | 285'000 | 278'051 | 278'051 | 331'105 CHF | 333'885 CHF | 96.89% | 96.89% |
13.11.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 300'000 | 300'000 | 297'575 | 297'575 | 285'632 CHF | 288'608 CHF | 99.65% | 99.65% |
12.11.2024 | 0.97% | 0.95 CHF | 0.96 CHF | 300'000 | 300'000 | 291'916 | 291'916 | 299'742 CHF | 302'661 CHF | 99.14% | 99.14% |
11.11.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 285'000 | 285'000 | 283'825 | 283'825 | 315'911 CHF | 318'749 CHF | 100.00% | 100.00% |
08.11.2024 | 0.92% | 1.05 CHF | 1.06 CHF | 290'000 | 290'000 | 287'692 | 287'692 | 309'876 CHF | 312'753 CHF | 98.93% | 98.93% |
07.11.2024 | 0.90% | 1.15 CHF | 1.16 CHF | 280'000 | 280'000 | 283'378 | 283'378 | 315'231 CHF | 318'065 CHF | 99.22% | 99.22% |