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 | 0.91% | 1.13 CHF | 1.14 CHF | 550'000 | 550'000 | 532'033 | 532'033 | 584'760 CHF | 590'080 CHF | 100.00% | 100.00% |
19.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 530'000 | 530'000 | 528'205 | 528'205 | 572'312 CHF | 577'594 CHF | 99.88% | 99.88% |
18.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 530'000 | 530'000 | 527'361 | 527'361 | 573'238 CHF | 578'512 CHF | 100.00% | 100.00% |
15.11.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 530'000 | 530'000 | 519'345 | 519'345 | 554'254 CHF | 559'448 CHF | 100.00% | 100.00% |
14.11.2024 | 0.92% | 1.05 CHF | 1.06 CHF | 520'000 | 520'000 | 525'224 | 525'224 | 565'888 CHF | 571'140 CHF | 99.04% | 99.04% |
13.11.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 530'000 | 530'000 | 519'438 | 519'438 | 550'275 CHF | 555'469 CHF | 98.99% | 98.99% |
12.11.2024 | 1.10% | 1.04 CHF | 1.05 CHF | 520'000 | 520'000 | 479'012 | 479'012 | 460'739 CHF | 465'680 CHF | 97.80% | 97.80% |
11.11.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 440'000 | 440'000 | 435'196 | 435'196 | 299'967 CHF | 304'319 CHF | 100.00% | 100.00% |
08.11.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 440'000 | 440'000 | 438'175 | 438'175 | 319'051 CHF | 323'433 CHF | 98.91% | 98.91% |
07.11.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 430'000 | 430'000 | 428'956 | 428'956 | 296'452 CHF | 300'741 CHF | 100.00% | 100.00% |