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 | 1.67% | 0.62 CHF | 0.63 CHF | 305'000 | 305'000 | 299'944 | 299'944 | 178'249 CHF | 181'248 CHF | 99.95% | 99.95% |
19.11.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 300'000 | 300'000 | 300'098 | 300'098 | 180'649 CHF | 183'650 CHF | 98.77% | 98.77% |
18.11.2024 | 2.15% | 0.49 CHF | 0.50 CHF | 290'000 | 290'000 | 288'154 | 288'154 | 132'682 CHF | 135'564 CHF | 99.96% | 99.96% |
15.11.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 285'000 | 285'000 | 283'479 | 283'479 | 117'748 CHF | 120'583 CHF | 99.83% | 99.83% |
14.11.2024 | 2.80% | 0.40 CHF | 0.41 CHF | 285'000 | 285'000 | 278'067 | 278'067 | 98'729 CHF | 101'509 CHF | 98.03% | 98.03% |
13.11.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 300'000 | 300'000 | 297'578 | 297'578 | 174'751 CHF | 177'727 CHF | 99.85% | 99.85% |
12.11.2024 | 1.91% | 0.60 CHF | 0.61 CHF | 300'000 | 300'000 | 291'925 | 291'925 | 151'855 CHF | 154'774 CHF | 99.23% | 99.23% |
11.11.2024 | 2.27% | 0.44 CHF | 0.45 CHF | 285'000 | 285'000 | 283'825 | 283'825 | 123'862 CHF | 126'701 CHF | 100.00% | 100.00% |
08.11.2024 | 2.08% | 0.50 CHF | 0.51 CHF | 290'000 | 290'000 | 287'691 | 287'691 | 137'221 CHF | 140'098 CHF | 98.91% | 98.91% |
07.11.2024 | 2.21% | 0.41 CHF | 0.42 CHF | 280'000 | 280'000 | 283'385 | 283'385 | 127'025 CHF | 129'859 CHF | 99.77% | 99.77% |