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 | 2.36% | 0.41 CHF | 0.42 CHF | 375'000 | 375'000 | 168'273 | 168'273 | 72'091 CHF | 73'777 CHF | 99.90% | 99.90% |
19.11.2024 | 2.40% | 0.44 CHF | 0.45 CHF | 380'000 | 380'000 | 168'487 | 168'487 | 71'794 CHF | 73'482 CHF | 100.00% | 100.00% |
18.11.2024 | 2.58% | 0.40 CHF | 0.41 CHF | 375'000 | 375'000 | 162'403 | 162'403 | 63'582 CHF | 65'209 CHF | 99.63% | 99.63% |
15.11.2024 | 2.14% | 0.41 CHF | 0.42 CHF | 375'000 | 375'000 | 123'889 | 123'889 | 55'043 CHF | 56'285 CHF | 98.89% | 98.89% |
14.11.2024 | 3.47% | 0.45 CHF | 0.46 CHF | 380'000 | 380'000 | 127'406 | 127'406 | 59'358 CHF | 60'793 CHF | 95.14% | 95.14% |
13.11.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 420'000 | 420'000 | 187'530 | 187'530 | 116'822 CHF | 118'701 CHF | 99.78% | 99.78% |
12.11.2024 | 1.60% | 0.64 CHF | 0.65 CHF | 425'000 | 425'000 | 188'509 | 188'509 | 119'364 CHF | 121'253 CHF | 100.00% | 100.00% |
11.11.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 425'000 | 425'000 | 190'851 | 190'851 | 122'827 CHF | 124'739 CHF | 99.90% | 99.90% |
08.11.2024 | 1.55% | 0.66 CHF | 0.67 CHF | 435'000 | 435'000 | 194'330 | 194'330 | 127'621 CHF | 129'568 CHF | 100.00% | 100.00% |
07.11.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 435'000 | 435'000 | 193'440 | 193'440 | 126'104 CHF | 128'042 CHF | 99.85% | 99.85% |