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 | 1.88% | 0.52 CHF | 0.53 CHF | 375'000 | 375'000 | 168'276 | 168'276 | 90'672 CHF | 92'358 CHF | 99.90% | 99.90% |
19.11.2024 | 1.91% | 0.55 CHF | 0.56 CHF | 380'000 | 380'000 | 168'483 | 168'483 | 90'379 CHF | 92'067 CHF | 100.00% | 100.00% |
18.11.2024 | 2.01% | 0.51 CHF | 0.52 CHF | 375'000 | 375'000 | 162'403 | 162'403 | 81'549 CHF | 83'176 CHF | 99.63% | 99.63% |
15.11.2024 | 1.73% | 0.52 CHF | 0.53 CHF | 375'000 | 375'000 | 123'891 | 123'891 | 68'812 CHF | 70'054 CHF | 98.89% | 98.89% |
14.11.2024 | 2.86% | 0.56 CHF | 0.57 CHF | 380'000 | 380'000 | 127'418 | 127'418 | 73'524 CHF | 74'959 CHF | 95.14% | 95.14% |
13.11.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 420'000 | 420'000 | 187'522 | 187'522 | 137'608 CHF | 139'487 CHF | 99.78% | 99.78% |
12.11.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 425'000 | 425'000 | 188'508 | 188'508 | 140'154 CHF | 142'042 CHF | 100.00% | 100.00% |
11.11.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 425'000 | 425'000 | 190'855 | 190'855 | 143'819 CHF | 145'731 CHF | 99.90% | 99.90% |
08.11.2024 | 1.33% | 0.77 CHF | 0.78 CHF | 435'000 | 435'000 | 194'331 | 194'331 | 148'892 CHF | 150'838 CHF | 100.00% | 100.00% |
07.11.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 435'000 | 435'000 | 193'441 | 193'441 | 147'075 CHF | 149'013 CHF | 99.85% | 99.85% |