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 | 0.46% | 2.30 CHF | 2.31 CHF | 390'000 | 390'000 | 116'483 | 116'483 | 266'908 CHF | 268'082 CHF | 96.76% | 99.02% |
19.11.2024 | 0.47% | 2.19 CHF | 2.20 CHF | 400'000 | 400'000 | 135'868 | 135'868 | 293'345 CHF | 294'705 CHF | 99.26% | 99.26% |
18.11.2024 | 0.50% | 2.14 CHF | 2.15 CHF | 410'000 | 410'000 | 133'704 | 133'704 | 277'172 CHF | 278'511 CHF | 98.60% | 98.60% |
15.11.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 420'000 | 420'000 | 129'035 | 129'035 | 268'264 CHF | 269'556 CHF | 99.47% | 99.47% |
14.11.2024 | 0.49% | 2.13 CHF | 2.14 CHF | 400'000 | 400'000 | 123'173 | 123'173 | 262'026 CHF | 263'263 CHF | 99.14% | 99.14% |
13.11.2024 | 0.50% | 2.09 CHF | 2.10 CHF | 400'000 | 400'000 | 135'119 | 135'119 | 279'224 CHF | 280'580 CHF | 99.61% | 99.61% |
12.11.2024 | 0.52% | 2.00 CHF | 2.01 CHF | 430'000 | 430'000 | 137'781 | 137'781 | 274'771 CHF | 276'156 CHF | 99.17% | 99.17% |
11.11.2024 | 0.56% | 1.96 CHF | 1.99 CHF | 43'000 | 43'000 | 125'907 | 125'907 | 244'587 CHF | 245'880 CHF | 99.31% | 99.31% |
08.11.2024 | 0.54% | 1.89 CHF | 1.90 CHF | 440'000 | 440'000 | 140'773 | 140'773 | 268'790 CHF | 270'204 CHF | 99.63% | 99.63% |
07.11.2024 | 0.56% | 1.89 CHF | 1.90 CHF | 450'000 | 450'000 | 143'275 | 143'275 | 266'826 CHF | 268'265 CHF | 99.83% | 99.83% |