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 | 2.03% | 0.55 CHF | 0.56 CHF | 315'000 | 315'000 | 110'273 | 110'273 | 57'547 CHF | 58'651 CHF | 99.78% | 99.78% |
19.11.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 325'000 | 325'000 | 111'940 | 111'940 | 54'378 CHF | 55'499 CHF | 100.00% | 100.00% |
18.11.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 320'000 | 320'000 | 110'121 | 110'121 | 56'367 CHF | 57'470 CHF | 99.90% | 99.90% |
15.11.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 320'000 | 320'000 | 109'477 | 109'477 | 58'569 CHF | 59'665 CHF | 100.00% | 100.00% |
14.11.2024 | 1.87% | 0.58 CHF | 0.59 CHF | 310'000 | 310'000 | 105'288 | 105'288 | 58'460 CHF | 59'514 CHF | 100.00% | 100.00% |
13.11.2024 | 1.89% | 0.54 CHF | 0.55 CHF | 315'000 | 315'000 | 109'312 | 109'312 | 58'715 CHF | 59'810 CHF | 100.00% | 100.00% |
12.11.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 315'000 | 315'000 | 109'261 | 109'261 | 60'396 CHF | 61'489 CHF | 100.00% | 100.00% |
11.11.2024 | 1.77% | 0.61 CHF | 0.62 CHF | 310'000 | 310'000 | 107'626 | 107'626 | 63'043 CHF | 64'121 CHF | 99.77% | 99.77% |
08.11.2024 | 2.48% | 0.58 CHF | 0.59 CHF | 315'000 | 315'000 | 87'353 | 87'353 | 48'927 CHF | 49'910 CHF | 99.21% | 99.21% |
07.11.2024 | 1.48% | 0.73 CHF | 0.74 CHF | 295'000 | 295'000 | 102'779 | 102'779 | 72'670 CHF | 73'699 CHF | 99.85% | 99.85% |