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 | 1.14% | 0.90 CHF | 0.91 CHF | 305'000 | 305'000 | 299'946 | 299'946 | 262'538 CHF | 265'537 CHF | 100.00% | 100.00% |
19.11.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 300'000 | 300'000 | 300'113 | 300'113 | 265'053 CHF | 268'054 CHF | 99.34% | 99.34% |
18.11.2024 | 1.34% | 0.77 CHF | 0.78 CHF | 290'000 | 290'000 | 288'154 | 288'154 | 213'917 CHF | 216'799 CHF | 100.00% | 100.00% |
15.11.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 285'000 | 285'000 | 283'482 | 283'482 | 197'809 CHF | 200'644 CHF | 100.00% | 100.00% |
14.11.2024 | 1.56% | 0.69 CHF | 0.70 CHF | 285'000 | 285'000 | 278'059 | 278'059 | 177'126 CHF | 179'906 CHF | 99.39% | 99.39% |
13.11.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 300'000 | 300'000 | 297'584 | 297'584 | 258'691 CHF | 261'666 CHF | 100.00% | 100.00% |
12.11.2024 | 1.24% | 0.88 CHF | 0.89 CHF | 300'000 | 300'000 | 291'925 | 291'925 | 234'078 CHF | 236'998 CHF | 99.28% | 99.28% |
11.11.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 285'000 | 285'000 | 283'825 | 283'825 | 203'897 CHF | 206'736 CHF | 100.00% | 100.00% |
08.11.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 290'000 | 290'000 | 287'692 | 287'692 | 218'608 CHF | 221'485 CHF | 98.96% | 98.96% |