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 | 2.18% | 0.42 CHF | 0.43 CHF | 305'000 | 305'000 | 299'932 | 299'932 | 136'264 CHF | 139'263 CHF | 99.68% | 99.68% |
19.11.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 300'000 | 300'000 | 300'102 | 300'102 | 133'949 CHF | 136'950 CHF | 98.83% | 98.83% |
18.11.2024 | 1.68% | 0.57 CHF | 0.58 CHF | 290'000 | 290'000 | 288'155 | 288'155 | 170'565 CHF | 173'447 CHF | 100.00% | 100.00% |
15.11.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 285'000 | 285'000 | 283'479 | 283'479 | 181'966 CHF | 184'800 CHF | 99.88% | 99.88% |
14.11.2024 | 1.42% | 0.65 CHF | 0.66 CHF | 285'000 | 285'000 | 278'049 | 278'049 | 195'088 CHF | 197'868 CHF | 97.11% | 97.11% |
13.11.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 300'000 | 300'000 | 297'577 | 297'577 | 139'999 CHF | 142'975 CHF | 99.79% | 99.79% |
12.11.2024 | 1.85% | 0.46 CHF | 0.47 CHF | 300'000 | 300'000 | 291'922 | 291'922 | 157'000 CHF | 159'919 CHF | 99.17% | 99.17% |
11.11.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 285'000 | 285'000 | 283'824 | 283'824 | 176'939 CHF | 179'777 CHF | 99.95% | 99.95% |
08.11.2024 | 1.69% | 0.56 CHF | 0.57 CHF | 290'000 | 290'000 | 287'690 | 287'690 | 168'856 CHF | 171'733 CHF | 98.86% | 98.86% |
07.11.2024 | 1.60% | 0.66 CHF | 0.67 CHF | 280'000 | 280'000 | 283'370 | 283'370 | 175'859 CHF | 178'693 CHF | 99.17% | 99.17% |