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 | 0.64% | 1.59 CHF | 1.60 CHF | 550'000 | 550'000 | 532'032 | 532'032 | 834'104 CHF | 839'425 CHF | 100.00% | 100.00% |
19.11.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 530'000 | 530'000 | 528'205 | 528'205 | 819'878 CHF | 825'160 CHF | 99.88% | 99.88% |
18.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 530'000 | 530'000 | 527'361 | 527'361 | 821'033 CHF | 826'307 CHF | 100.00% | 100.00% |
15.11.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 530'000 | 530'000 | 519'341 | 519'341 | 799'541 CHF | 804'734 CHF | 100.00% | 100.00% |
14.11.2024 | 0.64% | 1.52 CHF | 1.53 CHF | 520'000 | 520'000 | 525'224 | 525'224 | 813'240 CHF | 818'493 CHF | 99.04% | 99.04% |
13.11.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 530'000 | 530'000 | 519'439 | 519'439 | 795'017 CHF | 800'211 CHF | 98.99% | 98.99% |
12.11.2024 | 0.74% | 1.51 CHF | 1.52 CHF | 520'000 | 520'000 | 479'016 | 479'016 | 685'886 CHF | 690'827 CHF | 97.82% | 97.82% |
11.11.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 440'000 | 440'000 | 435'190 | 435'190 | 504'834 CHF | 509'186 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 440'000 | 440'000 | 438'175 | 438'175 | 526'217 CHF | 530'599 CHF | 98.93% | 98.93% |
07.11.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 430'000 | 430'000 | 428'952 | 428'952 | 499'628 CHF | 503'918 CHF | 100.00% | 100.00% |