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 | 1.09% | 0.88 CHF | 0.89 CHF | 510'000 | 510'000 | 265'438 | 265'438 | 246'281 CHF | 248'944 CHF | 99.90% | 99.90% |
19.11.2024 | 1.16% | 0.94 CHF | 0.95 CHF | 500'000 | 500'000 | 272'123 | 272'123 | 240'803 CHF | 243'529 CHF | 99.55% | 99.55% |
18.11.2024 | 1.55% | 0.95 CHF | 0.96 CHF | 510'000 | 510'000 | 270'079 | 270'079 | 253'571 CHF | 257'257 CHF | 97.74% | 97.74% |
15.11.2024 | 1.54% | 0.72 CHF | 0.73 CHF | 560'000 | 560'000 | 300'643 | 300'643 | 202'237 CHF | 205'249 CHF | 99.27% | 99.27% |
14.11.2024 | 1.28% | 0.72 CHF | 0.73 CHF | 550'000 | 550'000 | 282'265 | 282'265 | 221'321 CHF | 224'155 CHF | 98.42% | 98.42% |
13.11.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 540'000 | 540'000 | 273'916 | 273'916 | 234'228 CHF | 236'978 CHF | 99.34% | 99.34% |
12.11.2024 | 3.32% | 0.90 CHF | 0.91 CHF | 510'000 | 510'000 | 184'000 | 184'000 | 170'227 CHF | 172'905 CHF | 90.34% | 90.34% |
11.11.2024 | 1.09% | 1.03 CHF | 1.04 CHF | 500'000 | 500'000 | 273'964 | 273'964 | 255'486 CHF | 258'230 CHF | 97.30% | 97.30% |
08.11.2024 | 1.84% | 0.69 CHF | 0.70 CHF | 590'000 | 590'000 | 306'233 | 306'233 | 177'647 CHF | 180'723 CHF | 96.63% | 96.63% |
07.11.2024 | 2.16% | 0.54 CHF | 0.55 CHF | 660'000 | 660'000 | 350'190 | 350'190 | 169'338 CHF | 172'856 CHF | 99.77% | 99.77% |