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 | 1.77% | 0.59 CHF | 0.60 CHF | 510'000 | 510'000 | 510'000 | 510'000 | 285'633 CHF | 290'733 CHF | 99.42% | 99.42% |
19.11.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 510'000 | 510'000 | 510'000 | 510'000 | 276'085 CHF | 281'185 CHF | 100.00% | 100.00% |
18.11.2024 | 1.78% | 0.54 CHF | 0.55 CHF | 510'000 | 510'000 | 510'000 | 510'000 | 283'684 CHF | 288'784 CHF | 99.26% | 99.26% |
15.11.2024 | 1.80% | 0.57 CHF | 0.58 CHF | 510'000 | 510'000 | 510'000 | 510'000 | 281'254 CHF | 286'354 CHF | 98.67% | 98.67% |
14.11.2024 | 1.73% | 0.55 CHF | 0.56 CHF | 510'000 | 510'000 | 510'000 | 510'000 | 292'857 CHF | 297'957 CHF | 100.00% | 100.00% |
13.11.2024 | 1.98% | 0.54 CHF | 0.55 CHF | 520'000 | 520'000 | 520'000 | 520'000 | 259'996 CHF | 265'196 CHF | 99.08% | 99.08% |
12.11.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 520'000 | 520'000 | 520'000 | 520'000 | 257'406 CHF | 262'606 CHF | 99.81% | 99.81% |
11.11.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 520'000 | 520'000 | 520'000 | 520'000 | 237'205 CHF | 242'405 CHF | 100.00% | 100.00% |
08.11.2024 | 2.74% | 0.39 CHF | 0.40 CHF | 540'000 | 540'000 | 540'000 | 540'000 | 194'776 CHF | 200'176 CHF | 100.00% | 100.00% |
07.11.2024 | 2.77% | 0.34 CHF | 0.35 CHF | 530'000 | 530'000 | 530'000 | 530'000 | 189'094 CHF | 194'394 CHF | 99.96% | 99.96% |