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 | 1.08% | 0.95 CHF | 0.96 CHF | 550'000 | 550'000 | 532'031 | 532'031 | 489'334 CHF | 494'654 CHF | 100.00% | 100.00% |
19.11.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 530'000 | 530'000 | 528'206 | 528'206 | 477'657 CHF | 482'939 CHF | 99.87% | 99.87% |
18.11.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 530'000 | 530'000 | 527'360 | 527'360 | 478'454 CHF | 483'727 CHF | 100.00% | 100.00% |
15.11.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 530'000 | 530'000 | 519'346 | 519'346 | 460'715 CHF | 465'908 CHF | 100.00% | 100.00% |
14.11.2024 | 1.11% | 0.87 CHF | 0.88 CHF | 520'000 | 520'000 | 525'221 | 525'221 | 471'413 CHF | 476'666 CHF | 99.04% | 99.04% |
13.11.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 530'000 | 530'000 | 519'440 | 519'440 | 457'300 CHF | 462'494 CHF | 99.00% | 99.00% |
12.11.2024 | 1.35% | 0.86 CHF | 0.87 CHF | 520'000 | 520'000 | 479'013 | 479'013 | 374'620 CHF | 379'561 CHF | 97.79% | 97.79% |
11.11.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 440'000 | 440'000 | 435'186 | 435'186 | 221'563 CHF | 225'915 CHF | 100.00% | 100.00% |
08.11.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 440'000 | 440'000 | 438'173 | 438'173 | 239'977 CHF | 244'359 CHF | 98.90% | 98.90% |
07.11.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 430'000 | 430'000 | 428'955 | 428'955 | 218'699 CHF | 222'988 CHF | 100.00% | 100.00% |