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 | 1.56% | 0.62 CHF | 0.63 CHF | 410'000 | 410'000 | 198'065 | 198'065 | 127'303 CHF | 129'288 CHF | 99.89% | 99.89% |
19.11.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 410'000 | 410'000 | 199'424 | 199'424 | 126'356 CHF | 128'353 CHF | 100.00% | 100.00% |
18.11.2024 | 1.64% | 0.66 CHF | 0.67 CHF | 405'000 | 405'000 | 195'578 | 195'578 | 122'981 CHF | 124'940 CHF | 99.85% | 99.85% |
15.11.2024 | 1.63% | 0.59 CHF | 0.60 CHF | 415'000 | 415'000 | 200'702 | 200'702 | 123'184 CHF | 125'194 CHF | 99.99% | 99.99% |
14.11.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 405'000 | 405'000 | 192'765 | 192'765 | 130'223 CHF | 132'153 CHF | 100.00% | 100.00% |
13.11.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 400'000 | 400'000 | 193'126 | 193'126 | 138'507 CHF | 140'441 CHF | 100.00% | 100.00% |
12.11.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 395'000 | 395'000 | 187'416 | 187'416 | 143'514 CHF | 145'391 CHF | 100.00% | 100.00% |
11.11.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 385'000 | 385'000 | 185'632 | 185'632 | 146'744 CHF | 148'603 CHF | 100.00% | 100.00% |
08.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 385'000 | 385'000 | 182'599 | 182'599 | 151'006 CHF | 152'835 CHF | 99.85% | 99.85% |
07.11.2024 | 1.31% | 0.80 CHF | 0.81 CHF | 385'000 | 385'000 | 188'754 | 188'754 | 148'309 CHF | 150'205 CHF | 100.00% | 100.00% |