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 | 1.58% | 0.63 CHF | 0.64 CHF | 375'000 | 375'000 | 168'285 | 168'285 | 108'329 CHF | 110'015 CHF | 99.90% | 99.90% |
19.11.2024 | 1.59% | 0.65 CHF | 0.66 CHF | 380'000 | 380'000 | 168'483 | 168'483 | 108'097 CHF | 109'785 CHF | 100.00% | 100.00% |
18.11.2024 | 1.66% | 0.62 CHF | 0.63 CHF | 375'000 | 375'000 | 162'398 | 162'398 | 98'840 CHF | 100'467 CHF | 99.63% | 99.63% |
15.11.2024 | 1.47% | 0.63 CHF | 0.64 CHF | 375'000 | 375'000 | 123'890 | 123'890 | 82'006 CHF | 83'248 CHF | 98.89% | 98.89% |
14.11.2024 | 2.45% | 0.67 CHF | 0.68 CHF | 380'000 | 380'000 | 127'398 | 127'398 | 87'019 CHF | 88'455 CHF | 95.14% | 95.14% |
13.11.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 420'000 | 420'000 | 187'523 | 187'523 | 157'445 CHF | 159'324 CHF | 99.78% | 99.78% |
12.11.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 425'000 | 425'000 | 188'510 | 188'510 | 160'023 CHF | 161'912 CHF | 100.00% | 100.00% |
11.11.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 425'000 | 425'000 | 190'859 | 190'859 | 163'898 CHF | 165'811 CHF | 99.90% | 99.90% |
08.11.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 435'000 | 435'000 | 194'319 | 194'319 | 169'206 CHF | 171'152 CHF | 100.00% | 100.00% |
07.11.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 435'000 | 435'000 | 193'439 | 193'439 | 167'524 CHF | 169'462 CHF | 99.85% | 99.85% |