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 | 0.78% | 1.31 CHF | 1.32 CHF | 550'000 | 550'000 | 532'032 | 532'032 | 682'899 CHF | 688'219 CHF | 100.00% | 100.00% |
19.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 530'000 | 530'000 | 528'206 | 528'206 | 671'087 CHF | 676'369 CHF | 99.88% | 99.88% |
18.11.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 530'000 | 530'000 | 527'361 | 527'361 | 671'893 CHF | 677'166 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 530'000 | 530'000 | 519'345 | 519'345 | 651'407 CHF | 656'600 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 520'000 | 520'000 | 525'219 | 525'219 | 664'483 CHF | 669'735 CHF | 99.04% | 99.04% |
13.11.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 530'000 | 530'000 | 519'443 | 519'443 | 647'621 CHF | 652'815 CHF | 98.99% | 98.99% |
12.11.2024 | 0.92% | 1.23 CHF | 1.24 CHF | 520'000 | 520'000 | 479'014 | 479'014 | 549'990 CHF | 554'931 CHF | 97.81% | 97.81% |
11.11.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 440'000 | 440'000 | 435'187 | 435'187 | 381'501 CHF | 385'853 CHF | 100.00% | 100.00% |
08.11.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 440'000 | 440'000 | 438'175 | 438'175 | 401'317 CHF | 405'699 CHF | 98.93% | 98.93% |
07.11.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 430'000 | 430'000 | 428'952 | 428'952 | 377'183 CHF | 381'473 CHF | 100.00% | 100.00% |