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 | 1.12% | 0.86 CHF | 0.87 CHF | 305'000 | 305'000 | 299'946 | 299'946 | 266'352 CHF | 269'351 CHF | 100.00% | 100.00% |
19.11.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 300'000 | 300'000 | 300'113 | 300'113 | 263'981 CHF | 266'982 CHF | 99.30% | 99.30% |
18.11.2024 | 0.97% | 1.00 CHF | 1.01 CHF | 290'000 | 290'000 | 288'155 | 288'155 | 295'803 CHF | 298'685 CHF | 100.00% | 100.00% |
15.11.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 285'000 | 285'000 | 283'482 | 283'482 | 305'213 CHF | 308'048 CHF | 100.00% | 100.00% |
14.11.2024 | 0.88% | 1.09 CHF | 1.10 CHF | 285'000 | 285'000 | 278'060 | 278'060 | 315'830 CHF | 318'610 CHF | 99.39% | 99.39% |
13.11.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 300'000 | 300'000 | 297'582 | 297'582 | 269'078 CHF | 272'054 CHF | 100.00% | 100.00% |
12.11.2024 | 1.02% | 0.89 CHF | 0.90 CHF | 300'000 | 300'000 | 291'926 | 291'926 | 283'488 CHF | 286'407 CHF | 99.27% | 99.27% |
11.11.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 285'000 | 285'000 | 283'825 | 283'825 | 300'034 CHF | 302'872 CHF | 100.00% | 100.00% |
08.11.2024 | 0.97% | 0.99 CHF | 1.00 CHF | 290'000 | 290'000 | 287'692 | 287'692 | 294'025 CHF | 296'902 CHF | 98.93% | 98.93% |
07.11.2024 | 0.94% | 1.10 CHF | 1.11 CHF | 280'000 | 280'000 | 283'393 | 283'393 | 299'479 CHF | 302'312 CHF | 100.00% | 100.00% |