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 | 3.12% | 0.31 CHF | 0.32 CHF | 300'000 | 300'000 | 112'441 | 112'441 | 35'890 CHF | 37'017 CHF | 99.82% | 99.82% |
19.11.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 310'000 | 310'000 | 115'363 | 115'363 | 34'898 CHF | 36'053 CHF | 99.97% | 99.97% |
18.11.2024 | 3.32% | 0.32 CHF | 0.33 CHF | 320'000 | 320'000 | 119'811 | 119'811 | 35'945 CHF | 37'146 CHF | 99.77% | 99.77% |
15.11.2024 | 2.94% | 0.30 CHF | 0.31 CHF | 280'000 | 280'000 | 108'265 | 108'265 | 36'058 CHF | 37'143 CHF | 99.43% | 99.43% |
14.11.2024 | 2.37% | 0.40 CHF | 0.41 CHF | 260'000 | 260'000 | 93'434 | 93'434 | 40'095 CHF | 41'034 CHF | 99.74% | 99.74% |
13.11.2024 | 2.05% | 0.42 CHF | 0.43 CHF | 230'000 | 230'000 | 85'918 | 85'918 | 41'106 CHF | 41'969 CHF | 99.55% | 99.55% |
12.11.2024 | 1.75% | 0.49 CHF | 0.50 CHF | 210'000 | 210'000 | 72'205 | 72'205 | 38'930 CHF | 39'655 CHF | 98.28% | 98.28% |
11.11.2024 | 1.37% | 0.66 CHF | 0.67 CHF | 190'000 | 190'000 | 69'878 | 69'878 | 49'606 CHF | 50'307 CHF | 98.70% | 98.70% |
08.11.2024 | 1.26% | 0.83 CHF | 0.84 CHF | 180'000 | 180'000 | 66'948 | 66'948 | 54'290 CHF | 54'962 CHF | 99.65% | 99.65% |
07.11.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 180'000 | 180'000 | 68'831 | 68'831 | 57'941 CHF | 58'634 CHF | 99.43% | 99.43% |