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 | 0.48% | 2.21 CHF | 2.22 CHF | 390'000 | 390'000 | 114'332 | 114'332 | 251'967 CHF | 253'119 CHF | 96.01% | 98.35% |
19.11.2024 | 0.49% | 2.10 CHF | 2.11 CHF | 400'000 | 400'000 | 134'905 | 134'905 | 279'475 CHF | 280'826 CHF | 98.98% | 98.98% |
18.11.2024 | 0.52% | 2.05 CHF | 2.06 CHF | 410'000 | 410'000 | 133'291 | 133'291 | 264'672 CHF | 266'007 CHF | 97.67% | 97.67% |
15.11.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 420'000 | 420'000 | 126'848 | 126'848 | 252'548 CHF | 253'818 CHF | 98.48% | 98.48% |
14.11.2024 | 0.51% | 2.04 CHF | 2.05 CHF | 400'000 | 400'000 | 123'416 | 123'416 | 251'625 CHF | 252'864 CHF | 99.00% | 99.00% |
13.11.2024 | 0.52% | 2.00 CHF | 2.01 CHF | 400'000 | 400'000 | 134'978 | 134'978 | 267'090 CHF | 268'445 CHF | 99.45% | 99.45% |
12.11.2024 | 0.54% | 1.91 CHF | 1.92 CHF | 430'000 | 430'000 | 137'741 | 137'741 | 262'778 CHF | 264'162 CHF | 98.89% | 98.89% |
11.11.2024 | 0.59% | 1.88 CHF | 1.91 CHF | 43'000 | 43'000 | 126'169 | 126'169 | 234'067 CHF | 235'362 CHF | 98.88% | 98.88% |
08.11.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 440'000 | 440'000 | 138'231 | 138'231 | 251'975 CHF | 253'363 CHF | 98.92% | 98.92% |
07.11.2024 | 0.58% | 1.80 CHF | 1.81 CHF | 450'000 | 450'000 | 141'870 | 141'870 | 251'905 CHF | 253'330 CHF | 99.32% | 99.32% |