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 | 0.57% | 1.78 CHF | 1.79 CHF | 550'000 | 550'000 | 532'034 | 532'034 | 932'671 CHF | 937'991 CHF | 100.00% | 100.00% |
19.11.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 530'000 | 530'000 | 528'205 | 528'205 | 918'863 CHF | 924'145 CHF | 99.87% | 99.87% |
18.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 530'000 | 530'000 | 527'361 | 527'361 | 920'155 CHF | 925'428 CHF | 100.00% | 100.00% |
15.11.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 530'000 | 530'000 | 519'346 | 519'346 | 896'704 CHF | 901'897 CHF | 100.00% | 100.00% |
14.11.2024 | 0.57% | 1.71 CHF | 1.72 CHF | 520'000 | 520'000 | 525'223 | 525'223 | 911'862 CHF | 917'114 CHF | 99.04% | 99.04% |
13.11.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 530'000 | 530'000 | 519'439 | 519'439 | 892'489 CHF | 897'683 CHF | 98.99% | 98.99% |
12.11.2024 | 0.65% | 1.70 CHF | 1.71 CHF | 520'000 | 520'000 | 479'010 | 479'010 | 776'097 CHF | 781'038 CHF | 97.79% | 97.79% |
11.11.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 440'000 | 440'000 | 435'193 | 435'193 | 586'838 CHF | 591'189 CHF | 100.00% | 100.00% |
08.11.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 440'000 | 440'000 | 438'175 | 438'175 | 608'388 CHF | 612'770 CHF | 98.90% | 98.90% |
07.11.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 430'000 | 430'000 | 428'960 | 428'960 | 580'756 CHF | 585'045 CHF | 100.00% | 100.00% |