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 | 1.33% | 0.72 CHF | 0.73 CHF | 520'000 | 520'000 | 270'005 | 270'005 | 204'979 CHF | 207'689 CHF | 99.90% | 99.90% |
19.11.2024 | 1.43% | 0.77 CHF | 0.78 CHF | 520'000 | 520'000 | 280'560 | 280'560 | 201'486 CHF | 204'297 CHF | 99.55% | 99.55% |
18.11.2024 | 1.89% | 0.78 CHF | 0.79 CHF | 540'000 | 540'000 | 286'038 | 286'038 | 220'306 CHF | 224'213 CHF | 97.74% | 97.74% |
15.11.2024 | 2.02% | 0.56 CHF | 0.57 CHF | 600'000 | 600'000 | 321'805 | 321'805 | 165'474 CHF | 168'699 CHF | 99.27% | 99.27% |
14.11.2024 | 1.62% | 0.56 CHF | 0.57 CHF | 570'000 | 570'000 | 288'856 | 288'856 | 178'856 CHF | 181'756 CHF | 98.65% | 98.65% |
13.11.2024 | 1.47% | 0.64 CHF | 0.65 CHF | 560'000 | 560'000 | 285'860 | 285'860 | 197'320 CHF | 200'191 CHF | 99.34% | 99.34% |
12.11.2024 | 3.99% | 0.74 CHF | 0.75 CHF | 530'000 | 530'000 | 190'930 | 190'930 | 145'317 CHF | 148'088 CHF | 90.35% | 90.35% |
11.11.2024 | 1.33% | 0.86 CHF | 0.87 CHF | 530'000 | 530'000 | 290'181 | 290'181 | 222'862 CHF | 225'768 CHF | 97.30% | 97.30% |
08.11.2024 | 2.48% | 0.53 CHF | 0.54 CHF | 660'000 | 660'000 | 342'366 | 342'366 | 148'524 CHF | 151'961 CHF | 97.22% | 97.22% |
07.11.2024 | 3.01% | 0.40 CHF | 0.41 CHF | 760'000 | 760'000 | 404'310 | 404'310 | 140'730 CHF | 144'791 CHF | 99.77% | 99.77% |