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 | 3.11% | 0.33 CHF | 0.34 CHF | 41'000 | 41'000 | 265'541 | 265'541 | 84'016 CHF | 86'671 CHF | 98.90% | 98.90% |
19.11.2024 | 3.77% | 0.30 CHF | 0.31 CHF | 42'000 | 42'000 | 274'959 | 274'959 | 71'533 CHF | 74'283 CHF | 98.74% | 98.74% |
18.11.2024 | 3.79% | 0.25 CHF | 0.26 CHF | 43'000 | 43'000 | 272'799 | 272'799 | 70'728 CHF | 73'456 CHF | 98.94% | 98.94% |
15.11.2024 | 3.30% | 0.28 CHF | 0.29 CHF | 42'000 | 42'000 | 267'039 | 267'039 | 79'813 CHF | 82'483 CHF | 98.94% | 98.94% |
14.11.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 40'000 | 40'000 | 258'126 | 258'126 | 96'383 CHF | 98'964 CHF | 98.85% | 98.85% |
13.11.2024 | 2.72% | 0.38 CHF | 0.39 CHF | 40'000 | 40'000 | 258'109 | 258'109 | 93'465 CHF | 96'047 CHF | 98.87% | 98.87% |
12.11.2024 | 2.69% | 0.36 CHF | 0.37 CHF | 40'000 | 40'000 | 258'278 | 258'278 | 94'650 CHF | 97'233 CHF | 98.75% | 98.75% |
11.11.2024 | 2.48% | 0.42 CHF | 0.43 CHF | 39'000 | 39'000 | 253'105 | 253'105 | 100'897 CHF | 103'428 CHF | 98.90% | 98.90% |
08.11.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 40'000 | 40'000 | 260'617 | 260'617 | 91'170 CHF | 93'776 CHF | 97.82% | 97.82% |
07.11.2024 | 2.98% | 0.33 CHF | 0.34 CHF | 41'000 | 41'000 | 261'875 | 261'875 | 86'727 CHF | 89'346 CHF | 98.90% | 98.90% |