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 | 1.34% | 0.74 CHF | 0.75 CHF | 350'000 | 350'000 | 131'422 | 131'422 | 99'285 CHF | 100'602 CHF | 98.80% | 98.80% |
19.11.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 360'000 | 360'000 | 133'589 | 133'589 | 99'033 CHF | 100'371 CHF | 98.52% | 98.52% |
18.11.2024 | 1.38% | 0.75 CHF | 0.76 CHF | 360'000 | 360'000 | 135'889 | 135'889 | 99'784 CHF | 101'145 CHF | 98.48% | 98.48% |
15.11.2024 | 1.32% | 0.73 CHF | 0.74 CHF | 350'000 | 350'000 | 131'317 | 131'317 | 99'958 CHF | 101'274 CHF | 98.20% | 98.20% |
14.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 340'000 | 340'000 | 126'349 | 126'349 | 105'366 CHF | 106'635 CHF | 98.99% | 98.99% |
13.11.2024 | 1.17% | 0.82 CHF | 0.83 CHF | 340'000 | 340'000 | 121'165 | 121'165 | 104'340 CHF | 105'557 CHF | 98.62% | 98.62% |
12.11.2024 | 1.10% | 0.87 CHF | 0.88 CHF | 340'000 | 340'000 | 115'289 | 115'289 | 104'167 CHF | 105'324 CHF | 96.36% | 96.36% |
11.11.2024 | 0.99% | 0.98 CHF | 0.99 CHF | 320'000 | 320'000 | 116'811 | 116'811 | 117'779 CHF | 118'952 CHF | 99.08% | 99.08% |
08.11.2024 | 0.97% | 1.07 CHF | 1.08 CHF | 310'000 | 310'000 | 113'273 | 113'273 | 120'114 CHF | 121'252 CHF | 98.59% | 98.59% |
07.11.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 310'000 | 310'000 | 115'266 | 115'266 | 123'770 CHF | 124'930 CHF | 98.61% | 98.61% |