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 | 1.38% | 0.68 CHF | 0.69 CHF | 315'000 | 315'000 | 110'276 | 110'276 | 78'159 CHF | 79'263 CHF | 99.78% | 99.78% |
19.11.2024 | 1.38% | 0.74 CHF | 0.75 CHF | 325'000 | 325'000 | 111'933 | 111'933 | 82'976 CHF | 84'097 CHF | 100.00% | 100.00% |
18.11.2024 | 1.41% | 0.73 CHF | 0.74 CHF | 320'000 | 320'000 | 110'125 | 110'125 | 79'435 CHF | 80'538 CHF | 99.90% | 99.90% |
15.11.2024 | 1.45% | 0.72 CHF | 0.73 CHF | 320'000 | 320'000 | 109'477 | 109'477 | 77'094 CHF | 78'190 CHF | 100.00% | 100.00% |
14.11.2024 | 1.45% | 0.66 CHF | 0.67 CHF | 310'000 | 310'000 | 105'391 | 105'391 | 72'072 CHF | 73'128 CHF | 100.00% | 100.00% |
13.11.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 315'000 | 315'000 | 109'311 | 109'311 | 76'061 CHF | 77'155 CHF | 100.00% | 100.00% |
12.11.2024 | 1.52% | 0.69 CHF | 0.70 CHF | 315'000 | 315'000 | 109'261 | 109'261 | 74'111 CHF | 75'205 CHF | 100.00% | 100.00% |
11.11.2024 | 1.55% | 0.62 CHF | 0.63 CHF | 310'000 | 310'000 | 107'629 | 107'629 | 69'123 CHF | 70'200 CHF | 99.77% | 99.77% |
08.11.2024 | 2.56% | 0.64 CHF | 0.65 CHF | 315'000 | 315'000 | 87'353 | 87'353 | 57'701 CHF | 58'684 CHF | 99.21% | 99.21% |
07.11.2024 | - | 0.50 CHF | 0.58 CHF | 295'000 | 16'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.85% |