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 | 0.68% | 1.50 CHF | 1.51 CHF | 550'000 | 550'000 | 532'032 | 532'032 | 783'007 CHF | 788'327 CHF | 100.00% | 100.00% |
19.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 530'000 | 530'000 | 528'208 | 528'208 | 769'483 CHF | 774'765 CHF | 99.91% | 99.91% |
18.11.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 530'000 | 530'000 | 527'359 | 527'359 | 770'482 CHF | 775'755 CHF | 100.00% | 100.00% |
15.11.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 530'000 | 530'000 | 519'346 | 519'346 | 749'508 CHF | 754'701 CHF | 100.00% | 100.00% |
14.11.2024 | 0.69% | 1.42 CHF | 1.43 CHF | 520'000 | 520'000 | 525'214 | 525'214 | 763'478 CHF | 768'730 CHF | 99.04% | 99.04% |
13.11.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 530'000 | 530'000 | 519'439 | 519'439 | 745'440 CHF | 750'634 CHF | 98.99% | 98.99% |
12.11.2024 | 0.79% | 1.42 CHF | 1.43 CHF | 520'000 | 520'000 | 479'016 | 479'016 | 640'054 CHF | 644'995 CHF | 97.82% | 97.82% |
11.11.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 440'000 | 440'000 | 435'197 | 435'197 | 463'073 CHF | 467'425 CHF | 100.00% | 100.00% |
08.11.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 440'000 | 440'000 | 438'175 | 438'175 | 484'079 CHF | 488'460 CHF | 98.97% | 98.97% |
07.11.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 430'000 | 430'000 | 428'963 | 428'963 | 458'401 CHF | 462'691 CHF | 100.00% | 100.00% |