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 | 0.72% | 1.41 CHF | 1.42 CHF | 550'000 | 550'000 | 532'032 | 532'032 | 733'861 CHF | 739'182 CHF | 100.00% | 100.00% |
19.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 530'000 | 530'000 | 528'206 | 528'206 | 720'200 CHF | 725'482 CHF | 99.88% | 99.88% |
18.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 530'000 | 530'000 | 527'359 | 527'359 | 721'271 CHF | 726'545 CHF | 100.00% | 100.00% |
15.11.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 530'000 | 530'000 | 519'346 | 519'346 | 700'684 CHF | 705'877 CHF | 100.00% | 100.00% |
14.11.2024 | 0.73% | 1.33 CHF | 1.34 CHF | 520'000 | 520'000 | 525'214 | 525'214 | 713'376 CHF | 718'628 CHF | 99.04% | 99.04% |
13.11.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 530'000 | 530'000 | 519'438 | 519'438 | 696'741 CHF | 701'936 CHF | 99.00% | 99.00% |
12.11.2024 | 0.85% | 1.32 CHF | 1.33 CHF | 520'000 | 520'000 | 479'014 | 479'014 | 595'234 CHF | 600'175 CHF | 97.82% | 97.82% |
11.11.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 440'000 | 440'000 | 435'196 | 435'196 | 422'322 CHF | 426'674 CHF | 100.00% | 100.00% |
08.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 440'000 | 440'000 | 438'175 | 438'175 | 442'686 CHF | 447'068 CHF | 98.93% | 98.93% |
07.11.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 430'000 | 430'000 | 428'957 | 428'957 | 417'755 CHF | 422'045 CHF | 100.00% | 100.00% |