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 | 0.60% | 1.69 CHF | 1.70 CHF | 550'000 | 550'000 | 532'026 | 532'026 | 883'628 CHF | 888'948 CHF | 100.00% | 100.00% |
19.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 530'000 | 530'000 | 528'213 | 528'213 | 868'922 CHF | 874'204 CHF | 99.91% | 99.91% |
18.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 530'000 | 530'000 | 527'361 | 527'361 | 870'695 CHF | 875'968 CHF | 100.00% | 100.00% |
15.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 530'000 | 530'000 | 519'345 | 519'345 | 847'951 CHF | 853'144 CHF | 100.00% | 100.00% |
14.11.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 520'000 | 520'000 | 525'223 | 525'223 | 862'732 CHF | 867'984 CHF | 99.04% | 99.04% |
13.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 530'000 | 530'000 | 519'438 | 519'438 | 843'739 CHF | 848'934 CHF | 99.00% | 99.00% |
12.11.2024 | 0.69% | 1.61 CHF | 1.62 CHF | 520'000 | 520'000 | 479'016 | 479'016 | 730'605 CHF | 735'546 CHF | 97.81% | 97.81% |
11.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 440'000 | 440'000 | 435'191 | 435'191 | 545'884 CHF | 550'236 CHF | 100.00% | 100.00% |
08.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 440'000 | 440'000 | 438'176 | 438'176 | 567'282 CHF | 571'664 CHF | 98.97% | 98.97% |
07.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 430'000 | 430'000 | 428'952 | 428'952 | 540'188 CHF | 544'477 CHF | 100.00% | 100.00% |