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 | 3.57% | 0.27 CHF | 0.28 CHF | 375'000 | 375'000 | 167'670 | 167'670 | 47'193 CHF | 48'873 CHF | 99.40% | 99.40% |
19.11.2024 | 3.67% | 0.29 CHF | 0.30 CHF | 380'000 | 380'000 | 167'155 | 167'155 | 46'776 CHF | 48'451 CHF | 99.24% | 99.24% |
18.11.2024 | 4.09% | 0.26 CHF | 0.27 CHF | 375'000 | 375'000 | 160'721 | 160'721 | 39'270 CHF | 40'880 CHF | 98.00% | 98.00% |
15.11.2024 | 3.08% | 0.26 CHF | 0.27 CHF | 375'000 | 375'000 | 118'062 | 118'062 | 35'257 CHF | 36'441 CHF | 96.37% | 96.37% |
14.11.2024 | 4.85% | 0.31 CHF | 0.32 CHF | 380'000 | 380'000 | 124'214 | 124'214 | 39'992 CHF | 41'401 CHF | 84.94% | 84.94% |
13.11.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 420'000 | 420'000 | 185'978 | 185'978 | 88'617 CHF | 90'480 CHF | 98.93% | 98.93% |
12.11.2024 | 2.08% | 0.49 CHF | 0.50 CHF | 425'000 | 425'000 | 187'445 | 187'445 | 91'126 CHF | 93'004 CHF | 99.37% | 99.37% |
11.11.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 425'000 | 425'000 | 188'144 | 188'144 | 93'463 CHF | 95'348 CHF | 98.76% | 98.76% |
08.11.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 435'000 | 435'000 | 194'028 | 194'028 | 99'614 CHF | 101'558 CHF | 99.88% | 99.88% |
07.11.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 435'000 | 435'000 | 192'515 | 192'515 | 97'611 CHF | 99'540 CHF | 99.47% | 99.47% |