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 | 2.74% | 0.34 CHF | 0.35 CHF | 360'000 | 360'000 | 177'231 | 177'231 | 64'123 CHF | 65'899 CHF | 99.47% | 99.47% |
19.11.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 360'000 | 360'000 | 177'732 | 177'732 | 63'010 CHF | 64'790 CHF | 99.66% | 99.66% |
18.11.2024 | 2.95% | 0.38 CHF | 0.39 CHF | 370'000 | 370'000 | 184'624 | 184'624 | 64'691 CHF | 66'540 CHF | 99.08% | 99.08% |
15.11.2024 | 2.95% | 0.32 CHF | 0.33 CHF | 360'000 | 360'000 | 177'676 | 177'676 | 59'593 CHF | 61'373 CHF | 99.72% | 99.72% |
14.11.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 360'000 | 360'000 | 171'964 | 171'964 | 67'599 CHF | 69'325 CHF | 99.62% | 99.62% |
13.11.2024 | 2.74% | 0.42 CHF | 0.43 CHF | 340'000 | 340'000 | 148'886 | 148'886 | 64'817 CHF | 66'616 CHF | 99.71% | 99.71% |
12.11.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 330'000 | 330'000 | 159'967 | 159'967 | 76'903 CHF | 78'508 CHF | 99.31% | 99.31% |
11.11.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 330'000 | 330'000 | 159'148 | 159'148 | 80'356 CHF | 81'954 CHF | 99.26% | 99.26% |
08.11.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 320'000 | 320'000 | 156'230 | 156'230 | 84'613 CHF | 86'180 CHF | 98.52% | 98.52% |
07.11.2024 | 2.07% | 0.52 CHF | 0.53 CHF | 330'000 | 330'000 | 161'731 | 161'731 | 81'293 CHF | 82'920 CHF | 99.33% | 99.33% |