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 | 1.38% | 0.72 CHF | 0.73 CHF | 375'000 | 375'000 | 168'296 | 168'296 | 123'602 CHF | 125'289 CHF | 99.91% | 99.91% |
19.11.2024 | 1.40% | 0.74 CHF | 0.75 CHF | 380'000 | 380'000 | 168'503 | 168'503 | 123'368 CHF | 125'056 CHF | 100.00% | 100.00% |
18.11.2024 | 1.45% | 0.71 CHF | 0.72 CHF | 375'000 | 375'000 | 162'422 | 162'422 | 113'736 CHF | 115'364 CHF | 99.64% | 99.64% |
15.11.2024 | 1.30% | 0.72 CHF | 0.73 CHF | 375'000 | 375'000 | 123'896 | 123'896 | 93'349 CHF | 94'591 CHF | 98.89% | 98.89% |
14.11.2024 | 2.18% | 0.76 CHF | 0.77 CHF | 380'000 | 380'000 | 127'402 | 127'402 | 98'655 CHF | 100'090 CHF | 95.14% | 95.14% |
13.11.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 420'000 | 420'000 | 187'529 | 187'529 | 174'434 CHF | 176'313 CHF | 99.78% | 99.78% |
12.11.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 425'000 | 425'000 | 188'498 | 188'498 | 177'256 CHF | 179'144 CHF | 100.00% | 100.00% |
11.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 425'000 | 425'000 | 190'869 | 190'869 | 181'295 CHF | 183'207 CHF | 99.90% | 99.90% |
08.11.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 435'000 | 435'000 | 194'318 | 194'318 | 186'642 CHF | 188'589 CHF | 100.00% | 100.00% |
07.11.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 435'000 | 435'000 | 193'441 | 193'441 | 184'950 CHF | 186'888 CHF | 99.85% | 99.85% |