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 | 2.05% | 0.47 CHF | 0.48 CHF | 512'100 | 512'100 | 278'321 | 278'321 | 135'881 CHF | 138'669 CHF | 99.77% | 99.77% |
19.11.2024 | 2.18% | 0.48 CHF | 0.49 CHF | 535'600 | 535'600 | 295'487 | 295'487 | 137'500 CHF | 140'460 CHF | 100.00% | 100.00% |
18.11.2024 | 2.23% | 0.46 CHF | 0.47 CHF | 561'400 | 561'400 | 310'781 | 310'781 | 140'755 CHF | 143'869 CHF | 99.90% | 99.90% |
15.11.2024 | 2.16% | 0.43 CHF | 0.44 CHF | 535'900 | 535'900 | 290'682 | 290'682 | 134'641 CHF | 137'554 CHF | 100.00% | 100.00% |
14.11.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 499'300 | 499'300 | 260'135 | 260'135 | 132'636 CHF | 135'334 CHF | 100.00% | 100.00% |
13.11.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 468'200 | 468'200 | 253'909 | 253'909 | 136'055 CHF | 138'599 CHF | 100.00% | 100.00% |
12.11.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 478'300 | 478'300 | 259'965 | 259'965 | 138'430 CHF | 141'035 CHF | 99.90% | 99.90% |
11.11.2024 | 1.96% | 0.53 CHF | 0.54 CHF | 494'300 | 494'300 | 271'278 | 271'278 | 140'901 CHF | 143'619 CHF | 99.90% | 99.90% |
08.11.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 474'100 | 474'100 | 261'067 | 261'067 | 136'785 CHF | 139'407 CHF | 99.20% | 99.20% |
07.11.2024 | 2.00% | 0.52 CHF | 0.53 CHF | 504'700 | 504'700 | 281'179 | 281'179 | 142'327 CHF | 145'144 CHF | 100.00% | 100.00% |