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 | 0.84% | 1.22 CHF | 1.23 CHF | 550'000 | 550'000 | 532'034 | 532'034 | 634'039 CHF | 639'359 CHF | 100.00% | 100.00% |
19.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 530'000 | 530'000 | 528'212 | 528'212 | 621'684 CHF | 626'966 CHF | 99.91% | 99.91% |
18.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 530'000 | 530'000 | 527'361 | 527'361 | 622'436 CHF | 627'710 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 530'000 | 530'000 | 519'346 | 519'346 | 603'179 CHF | 608'373 CHF | 100.00% | 100.00% |
14.11.2024 | 0.85% | 1.14 CHF | 1.15 CHF | 520'000 | 520'000 | 525'219 | 525'219 | 615'135 CHF | 620'387 CHF | 99.04% | 99.04% |
13.11.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 530'000 | 530'000 | 519'440 | 519'440 | 598'936 CHF | 604'130 CHF | 99.00% | 99.00% |
12.11.2024 | 1.00% | 1.14 CHF | 1.15 CHF | 520'000 | 520'000 | 479'015 | 479'015 | 505'512 CHF | 510'453 CHF | 97.81% | 97.81% |
11.11.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 440'000 | 440'000 | 435'192 | 435'192 | 340'673 CHF | 345'025 CHF | 100.00% | 100.00% |
08.11.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 440'000 | 440'000 | 438'174 | 438'174 | 360'313 CHF | 364'695 CHF | 98.96% | 98.96% |
07.11.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 430'000 | 430'000 | 428'963 | 428'963 | 336'623 CHF | 340'913 CHF | 100.00% | 100.00% |