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 | 0.54% | 1.87 CHF | 1.88 CHF | 550'000 | 550'000 | 532'034 | 532'034 | 983'221 CHF | 988'541 CHF | 100.00% | 100.00% |
19.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 530'000 | 530'000 | 528'213 | 528'213 | 968'206 CHF | 973'489 CHF | 99.85% | 99.85% |
18.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 530'000 | 530'000 | 527'361 | 527'361 | 969'524 CHF | 974'798 CHF | 100.00% | 100.00% |
15.11.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 530'000 | 530'000 | 519'345 | 519'345 | 945'689 CHF | 950'882 CHF | 100.00% | 100.00% |
14.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 520'000 | 520'000 | 525'215 | 525'215 | 960'799 CHF | 966'051 CHF | 99.04% | 99.04% |
13.11.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 530'000 | 530'000 | 519'437 | 519'437 | 941'014 CHF | 946'209 CHF | 99.00% | 99.00% |
12.11.2024 | 0.62% | 1.79 CHF | 1.80 CHF | 520'000 | 520'000 | 479'004 | 479'004 | 820'771 CHF | 825'712 CHF | 97.75% | 97.75% |
11.11.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 440'000 | 440'000 | 435'187 | 435'187 | 627'448 CHF | 631'800 CHF | 100.00% | 100.00% |
08.11.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 440'000 | 440'000 | 438'174 | 438'174 | 649'694 CHF | 654'075 CHF | 98.88% | 98.88% |
07.11.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 430'000 | 430'000 | 428'963 | 428'963 | 620'923 CHF | 625'212 CHF | 100.00% | 100.00% |