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 | 2.73% | 0.38 CHF | 0.39 CHF | 220'000 | 220'000 | 100'301 | 100'301 | 37'329 CHF | 38'334 CHF | 98.37% | 98.37% |
19.11.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 230'000 | 230'000 | 101'113 | 101'113 | 35'934 CHF | 36'950 CHF | 98.13% | 98.13% |
18.11.2024 | 2.44% | 0.41 CHF | 0.42 CHF | 220'000 | 220'000 | 100'145 | 100'145 | 41'203 CHF | 42'207 CHF | 99.07% | 99.07% |
15.11.2024 | 2.56% | 0.40 CHF | 0.41 CHF | 220'000 | 220'000 | 99'366 | 99'366 | 39'333 CHF | 40'329 CHF | 98.58% | 98.58% |
14.11.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 210'000 | 210'000 | 97'626 | 97'626 | 42'653 CHF | 43'632 CHF | 97.45% | 97.45% |
13.11.2024 | 2.46% | 0.44 CHF | 0.45 CHF | 210'000 | 210'000 | 97'007 | 97'007 | 40'643 CHF | 41'618 CHF | 98.94% | 98.94% |
12.11.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 220'000 | 220'000 | 99'522 | 99'522 | 41'591 CHF | 42'591 CHF | 96.64% | 96.64% |
11.11.2024 | 2.79% | 0.42 CHF | 0.43 CHF | 220'000 | 220'000 | 99'272 | 99'272 | 37'857 CHF | 38'857 CHF | 99.05% | 99.05% |
08.11.2024 | 3.34% | 0.33 CHF | 0.34 CHF | 230'000 | 230'000 | 105'881 | 105'881 | 32'932 CHF | 33'996 CHF | 96.60% | 96.60% |
07.11.2024 | 3.25% | 0.32 CHF | 0.33 CHF | 240'000 | 240'000 | 106'150 | 106'150 | 33'499 CHF | 34'565 CHF | 98.93% | 98.93% |