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 | 1.90% | 0.52 CHF | 0.53 CHF | 375'000 | 375'000 | 165'793 | 165'793 | 88'345 CHF | 90'006 CHF | 98.60% | 98.60% |
19.11.2024 | 1.93% | 0.54 CHF | 0.55 CHF | 380'000 | 380'000 | 167'312 | 167'312 | 88'718 CHF | 90'394 CHF | 99.13% | 99.13% |
18.11.2024 | 2.03% | 0.51 CHF | 0.52 CHF | 375'000 | 375'000 | 160'898 | 160'898 | 79'940 CHF | 81'552 CHF | 97.81% | 97.81% |
15.11.2024 | 1.75% | 0.52 CHF | 0.53 CHF | 375'000 | 375'000 | 118'786 | 118'786 | 65'443 CHF | 66'634 CHF | 96.51% | 96.51% |
14.11.2024 | 2.88% | 0.56 CHF | 0.57 CHF | 380'000 | 380'000 | 121'986 | 121'986 | 70'283 CHF | 71'672 CHF | 85.91% | 85.91% |
13.11.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 420'000 | 420'000 | 185'962 | 185'962 | 135'324 CHF | 137'188 CHF | 98.92% | 98.92% |
12.11.2024 | 1.38% | 0.74 CHF | 0.75 CHF | 425'000 | 425'000 | 187'799 | 187'799 | 138'349 CHF | 140'231 CHF | 99.33% | 99.33% |
11.11.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 425'000 | 425'000 | 188'209 | 188'209 | 140'550 CHF | 142'436 CHF | 98.68% | 98.68% |
08.11.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 435'000 | 435'000 | 192'728 | 192'728 | 146'583 CHF | 148'514 CHF | 99.12% | 99.12% |
07.11.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 435'000 | 435'000 | 192'558 | 192'558 | 145'538 CHF | 147'467 CHF | 99.47% | 99.47% |