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 | 1.01% | 0.95 CHF | 0.96 CHF | 305'000 | 305'000 | 299'946 | 299'946 | 294'628 CHF | 297'627 CHF | 100.00% | 100.00% |
19.11.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 300'000 | 300'000 | 300'114 | 300'114 | 292'272 CHF | 295'273 CHF | 99.31% | 99.31% |
18.11.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 290'000 | 290'000 | 288'155 | 288'155 | 322'980 CHF | 325'862 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 285'000 | 285'000 | 283'480 | 283'480 | 332'239 CHF | 335'074 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 1.18 CHF | 1.19 CHF | 285'000 | 285'000 | 278'056 | 278'056 | 342'209 CHF | 344'990 CHF | 99.39% | 99.39% |
13.11.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 300'000 | 300'000 | 297'584 | 297'584 | 297'440 CHF | 300'416 CHF | 100.00% | 100.00% |
12.11.2024 | 0.93% | 0.99 CHF | 1.00 CHF | 300'000 | 300'000 | 291'927 | 291'927 | 311'347 CHF | 314'266 CHF | 99.29% | 99.29% |
11.11.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 285'000 | 285'000 | 283'825 | 283'825 | 327'211 CHF | 330'049 CHF | 100.00% | 100.00% |
08.11.2024 | 0.89% | 1.09 CHF | 1.10 CHF | 290'000 | 290'000 | 287'691 | 287'691 | 321'332 CHF | 324'209 CHF | 98.90% | 98.90% |
07.11.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 280'000 | 280'000 | 283'392 | 283'392 | 326'542 CHF | 329'376 CHF | 100.00% | 100.00% |