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 | 0.37% | 2.83 CHF | 2.84 CHF | 200'000 | 200'000 | 57'267 | 57'267 | 161'841 CHF | 162'419 CHF | 95.59% | 97.61% |
19.11.2024 | 0.40% | 2.62 CHF | 2.63 CHF | 200'000 | 200'000 | 71'476 | 71'476 | 183'272 CHF | 183'987 CHF | 97.54% | 97.54% |
18.11.2024 | 0.43% | 2.52 CHF | 2.53 CHF | 210'000 | 210'000 | 70'211 | 70'211 | 167'520 CHF | 168'223 CHF | 96.19% | 96.19% |
15.11.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 220'000 | 220'000 | 72'107 | 72'107 | 173'048 CHF | 173'770 CHF | 98.03% | 98.03% |
14.11.2024 | 0.42% | 2.50 CHF | 2.51 CHF | 210'000 | 210'000 | 70'194 | 70'194 | 174'680 CHF | 175'385 CHF | 97.72% | 97.72% |
13.11.2024 | 0.43% | 2.42 CHF | 2.43 CHF | 210'000 | 210'000 | 71'128 | 71'128 | 169'207 CHF | 169'921 CHF | 97.92% | 97.92% |
12.11.2024 | 0.47% | 2.24 CHF | 2.25 CHF | 220'000 | 220'000 | 72'516 | 72'516 | 162'228 CHF | 162'956 CHF | 97.58% | 97.58% |
11.11.2024 | 0.51% | 2.18 CHF | 2.21 CHF | 22'000 | 22'000 | 66'218 | 66'218 | 141'577 CHF | 142'256 CHF | 98.35% | 98.35% |
08.11.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 230'000 | 230'000 | 74'615 | 74'615 | 155'655 CHF | 156'404 CHF | 97.96% | 97.96% |
07.11.2024 | 0.52% | 2.04 CHF | 2.05 CHF | 230'000 | 230'000 | 75'747 | 75'747 | 150'849 CHF | 151'609 CHF | 99.16% | 99.16% |