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 | 2.71% | 0.36 CHF | 0.37 CHF | 375'000 | 375'000 | 167'036 | 167'036 | 62'250 CHF | 63'924 CHF | 99.17% | 99.17% |
19.11.2024 | 2.77% | 0.38 CHF | 0.39 CHF | 380'000 | 380'000 | 167'492 | 167'492 | 62'023 CHF | 63'701 CHF | 99.24% | 99.24% |
18.11.2024 | 3.00% | 0.35 CHF | 0.36 CHF | 375'000 | 375'000 | 161'141 | 161'141 | 54'097 CHF | 55'711 CHF | 97.87% | 97.87% |
15.11.2024 | 2.41% | 0.36 CHF | 0.37 CHF | 375'000 | 375'000 | 118'256 | 118'256 | 46'120 CHF | 47'306 CHF | 96.40% | 96.40% |
14.11.2024 | 3.89% | 0.40 CHF | 0.41 CHF | 380'000 | 380'000 | 124'007 | 124'007 | 51'328 CHF | 52'736 CHF | 86.48% | 86.48% |
13.11.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 420'000 | 420'000 | 186'381 | 186'381 | 105'803 CHF | 107'670 CHF | 99.05% | 99.05% |
12.11.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 425'000 | 425'000 | 187'932 | 187'932 | 108'426 CHF | 110'309 CHF | 99.57% | 99.57% |
11.11.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 425'000 | 425'000 | 188'428 | 188'428 | 110'795 CHF | 112'683 CHF | 98.85% | 98.85% |
08.11.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 435'000 | 435'000 | 194'109 | 194'109 | 117'105 CHF | 119'050 CHF | 99.77% | 99.77% |
07.11.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 435'000 | 435'000 | 192'492 | 192'492 | 114'926 CHF | 116'855 CHF | 99.46% | 99.46% |