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 | 1.33% | 0.72 CHF | 0.73 CHF | 305'000 | 305'000 | 299'943 | 299'943 | 224'406 CHF | 227'405 CHF | 99.87% | 99.87% |
19.11.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 300'000 | 300'000 | 300'089 | 300'089 | 222'048 CHF | 225'049 CHF | 98.32% | 98.32% |
18.11.2024 | 1.12% | 0.86 CHF | 0.87 CHF | 290'000 | 290'000 | 288'158 | 288'158 | 255'398 CHF | 258'279 CHF | 99.86% | 99.86% |
15.11.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 285'000 | 285'000 | 283'476 | 283'476 | 265'443 CHF | 268'278 CHF | 99.59% | 99.59% |
14.11.2024 | 1.00% | 0.95 CHF | 0.96 CHF | 285'000 | 285'000 | 278'040 | 278'040 | 276'790 CHF | 279'570 CHF | 97.86% | 97.86% |
13.11.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 300'000 | 300'000 | 297'583 | 297'583 | 227'356 CHF | 230'332 CHF | 100.00% | 100.00% |
12.11.2024 | 1.20% | 0.75 CHF | 0.76 CHF | 300'000 | 300'000 | 291'927 | 291'927 | 242'604 CHF | 245'523 CHF | 99.29% | 99.29% |
11.11.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 285'000 | 285'000 | 283'825 | 283'825 | 260'205 CHF | 263'043 CHF | 99.99% | 99.99% |
08.11.2024 | 1.13% | 0.85 CHF | 0.86 CHF | 290'000 | 290'000 | 287'692 | 287'692 | 253'638 CHF | 256'515 CHF | 98.94% | 98.94% |
07.11.2024 | 1.09% | 0.96 CHF | 0.97 CHF | 280'000 | 280'000 | 283'385 | 283'385 | 259'586 CHF | 262'420 CHF | 99.78% | 99.78% |