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 | 0.96% | 1.00 CHF | 1.01 CHF | 315'000 | 315'000 | 110'283 | 110'283 | 113'606 CHF | 114'710 CHF | 99.78% | 99.78% |
19.11.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 325'000 | 325'000 | 111'933 | 111'933 | 118'867 CHF | 119'988 CHF | 100.00% | 100.00% |
18.11.2024 | 0.98% | 1.05 CHF | 1.06 CHF | 320'000 | 320'000 | 110'136 | 110'136 | 114'970 CHF | 116'072 CHF | 99.91% | 99.91% |
15.11.2024 | 0.99% | 1.04 CHF | 1.05 CHF | 320'000 | 320'000 | 109'476 | 109'476 | 112'325 CHF | 113'422 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 310'000 | 310'000 | 105'381 | 105'381 | 106'056 CHF | 107'112 CHF | 100.00% | 100.00% |
13.11.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 315'000 | 315'000 | 109'311 | 109'311 | 111'216 CHF | 112'310 CHF | 100.00% | 100.00% |
12.11.2024 | 1.03% | 1.01 CHF | 1.02 CHF | 315'000 | 315'000 | 109'208 | 109'208 | 109'063 CHF | 110'157 CHF | 100.00% | 100.00% |
11.11.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 310'000 | 310'000 | 107'633 | 107'633 | 103'547 CHF | 104'625 CHF | 99.78% | 99.78% |
08.11.2024 | 1.68% | 0.96 CHF | 0.97 CHF | 315'000 | 315'000 | 87'354 | 87'354 | 85'464 CHF | 86'448 CHF | 99.21% | 99.21% |
07.11.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 295'000 | 295'000 | 102'779 | 102'779 | 85'650 CHF | 86'679 CHF | 99.85% | 99.85% |