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 | 2.53% | 0.45 CHF | 0.46 CHF | 330'000 | 330'000 | 115'317 | 115'317 | 48'546 CHF | 49'700 CHF | 99.61% | 99.61% |
19.11.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 340'000 | 340'000 | 117'233 | 117'233 | 45'241 CHF | 46'415 CHF | 99.89% | 99.89% |
18.11.2024 | 2.44% | 0.41 CHF | 0.42 CHF | 330'000 | 330'000 | 114'462 | 114'462 | 46'980 CHF | 48'126 CHF | 99.43% | 99.43% |
15.11.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 330'000 | 330'000 | 114'806 | 114'806 | 49'633 CHF | 50'783 CHF | 99.87% | 99.87% |
14.11.2024 | 2.31% | 0.48 CHF | 0.49 CHF | 320'000 | 320'000 | 108'543 | 108'543 | 49'152 CHF | 50'240 CHF | 98.62% | 98.62% |
13.11.2024 | 2.37% | 0.44 CHF | 0.45 CHF | 330'000 | 330'000 | 113'127 | 113'127 | 49'174 CHF | 50'310 CHF | 99.83% | 99.83% |
12.11.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 320'000 | 320'000 | 110'119 | 110'119 | 49'646 CHF | 50'753 CHF | 99.16% | 99.16% |
11.11.2024 | 2.18% | 0.50 CHF | 0.51 CHF | 320'000 | 320'000 | 110'371 | 110'371 | 53'244 CHF | 54'352 CHF | 99.15% | 99.15% |
08.11.2024 | 2.93% | 0.48 CHF | 0.49 CHF | 330'000 | 330'000 | 92'113 | 92'113 | 42'884 CHF | 43'955 CHF | 90.73% | 93.74% |
07.11.2024 | 1.73% | 0.63 CHF | 0.64 CHF | 310'000 | 310'000 | 107'878 | 107'878 | 65'818 CHF | 66'901 CHF | 98.65% | 98.65% |