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 | 1.17% | 0.86 CHF | 0.87 CHF | 275'000 | 275'000 | 268'992 | 268'992 | 228'014 CHF | 230'704 CHF | 99.47% | 99.47% |
19.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 265'000 | 265'000 | 260'825 | 260'825 | 211'694 CHF | 214'302 CHF | 100.00% | 100.00% |
18.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 255'000 | 255'000 | 253'758 | 253'758 | 199'410 CHF | 201'948 CHF | 100.00% | 100.00% |
15.11.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 255'000 | 255'000 | 253'095 | 253'095 | 197'475 CHF | 200'006 CHF | 100.00% | 100.00% |
14.11.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 255'000 | 255'000 | 254'941 | 254'941 | 201'875 CHF | 204'425 CHF | 97.92% | 97.92% |
13.11.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 260'000 | 260'000 | 255'167 | 255'167 | 201'565 CHF | 204'117 CHF | 100.00% | 100.00% |
12.11.2024 | 1.34% | 0.78 CHF | 0.79 CHF | 255'000 | 255'000 | 244'632 | 244'632 | 184'895 CHF | 187'347 CHF | 98.05% | 98.05% |
11.11.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 250'000 | 250'000 | 248'429 | 248'429 | 189'286 CHF | 191'771 CHF | 99.24% | 99.24% |
08.11.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 250'000 | 250'000 | 248'130 | 248'130 | 188'956 CHF | 191'437 CHF | 95.28% | 95.28% |
07.11.2024 | 1.32% | 0.73 CHF | 0.74 CHF | 240'000 | 240'000 | 243'382 | 243'382 | 182'559 CHF | 184'993 CHF | 99.40% | 99.40% |