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 | 1.98% | 0.53 CHF | 0.54 CHF | 305'000 | 305'000 | 299'926 | 299'926 | 150'204 CHF | 153'203 CHF | 99.49% | 99.49% |
19.11.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 300'000 | 300'000 | 300'075 | 300'075 | 152'664 CHF | 155'665 CHF | 96.60% | 96.60% |
18.11.2024 | 2.70% | 0.39 CHF | 0.40 CHF | 290'000 | 290'000 | 288'148 | 288'148 | 105'643 CHF | 108'525 CHF | 99.61% | 99.61% |
15.11.2024 | 3.07% | 0.32 CHF | 0.33 CHF | 285'000 | 285'000 | 283'468 | 283'468 | 91'150 CHF | 93'985 CHF | 99.22% | 99.22% |
14.11.2024 | 3.76% | 0.31 CHF | 0.32 CHF | 285'000 | 285'000 | 278'028 | 278'028 | 73'537 CHF | 76'317 CHF | 97.92% | 97.92% |
13.11.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 300'000 | 300'000 | 297'572 | 297'572 | 147'196 CHF | 150'172 CHF | 99.05% | 99.05% |
12.11.2024 | 2.32% | 0.51 CHF | 0.52 CHF | 300'000 | 300'000 | 291'917 | 291'917 | 124'639 CHF | 127'558 CHF | 98.68% | 98.68% |
11.11.2024 | 2.87% | 0.35 CHF | 0.36 CHF | 285'000 | 285'000 | 283'822 | 283'822 | 97'557 CHF | 100'395 CHF | 99.80% | 99.80% |
08.11.2024 | 2.59% | 0.41 CHF | 0.42 CHF | 290'000 | 290'000 | 287'684 | 287'684 | 110'185 CHF | 113'062 CHF | 98.18% | 98.18% |
07.11.2024 | 2.80% | 0.31 CHF | 0.32 CHF | 280'000 | 280'000 | 283'357 | 283'357 | 100'414 CHF | 103'248 CHF | 98.08% | 98.08% |