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 | 2.26% | 0.41 CHF | 0.42 CHF | 270'000 | 270'000 | 259'481 | 259'481 | 116'084 CHF | 118'684 CHF | 97.18% | 97.18% |
19.11.2024 | 2.39% | 0.44 CHF | 0.45 CHF | 250'000 | 250'000 | 242'992 | 242'992 | 106'260 CHF | 108'736 CHF | 93.27% | 93.27% |
18.11.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 240'000 | 240'000 | 234'942 | 234'942 | 142'594 CHF | 144'972 CHF | 95.05% | 95.05% |
15.11.2024 | 1.58% | 0.66 CHF | 0.67 CHF | 240'000 | 240'000 | 232'208 | 232'208 | 155'081 CHF | 157'450 CHF | 88.40% | 88.40% |
14.11.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 250'000 | 250'000 | 237'588 | 237'588 | 176'429 CHF | 178'881 CHF | 81.22% | 81.22% |
13.11.2024 | 2.15% | 0.48 CHF | 0.49 CHF | 270'000 | 270'000 | 264'802 | 264'802 | 124'867 CHF | 127'518 CHF | 96.20% | 96.20% |
12.11.2024 | 1.84% | 0.46 CHF | 0.47 CHF | 250'000 | 250'000 | 247'704 | 247'704 | 136'145 CHF | 138'625 CHF | 90.76% | 90.76% |
11.11.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 240'000 | 240'000 | 237'342 | 237'342 | 154'678 CHF | 157'054 CHF | 93.10% | 93.10% |
08.11.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 240'000 | 240'000 | 236'422 | 236'422 | 143'703 CHF | 146'082 CHF | 91.36% | 91.36% |
07.11.2024 | 1.56% | 0.70 CHF | 0.71 CHF | 240'000 | 240'000 | 246'158 | 246'158 | 159'394 CHF | 161'866 CHF | 90.89% | 90.89% |