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 | 1.53% | 0.62 CHF | 0.63 CHF | 305'000 | 305'000 | 299'942 | 299'942 | 194'154 CHF | 197'153 CHF | 99.92% | 99.92% |
19.11.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 300'000 | 300'000 | 300'088 | 300'088 | 191'856 CHF | 194'857 CHF | 98.23% | 98.23% |
18.11.2024 | 1.27% | 0.76 CHF | 0.77 CHF | 290'000 | 290'000 | 288'157 | 288'157 | 226'368 CHF | 229'250 CHF | 99.87% | 99.87% |
15.11.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 285'000 | 285'000 | 283'478 | 283'478 | 236'775 CHF | 239'610 CHF | 99.92% | 99.92% |
14.11.2024 | 1.11% | 0.85 CHF | 0.86 CHF | 285'000 | 285'000 | 278'040 | 278'040 | 248'770 CHF | 251'551 CHF | 97.29% | 97.29% |
13.11.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 300'000 | 300'000 | 297'584 | 297'584 | 197'429 CHF | 200'404 CHF | 100.00% | 100.00% |
12.11.2024 | 1.36% | 0.65 CHF | 0.66 CHF | 300'000 | 300'000 | 291'924 | 291'924 | 213'269 CHF | 216'188 CHF | 99.25% | 99.25% |
11.11.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 285'000 | 285'000 | 283'825 | 283'825 | 231'549 CHF | 234'387 CHF | 100.00% | 100.00% |
08.11.2024 | 1.27% | 0.75 CHF | 0.76 CHF | 290'000 | 290'000 | 287'691 | 287'691 | 224'639 CHF | 227'516 CHF | 98.88% | 98.88% |
07.11.2024 | 1.22% | 0.86 CHF | 0.87 CHF | 280'000 | 280'000 | 283'386 | 283'386 | 230'924 CHF | 233'758 CHF | 99.70% | 99.70% |