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 | 1.27% | 0.81 CHF | 0.82 CHF | 305'000 | 305'000 | 299'903 | 299'903 | 234'010 CHF | 237'009 CHF | 98.25% | 98.25% |
19.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 300'000 | 300'000 | 300'064 | 300'064 | 236'444 CHF | 239'444 CHF | 95.41% | 95.41% |
18.11.2024 | 1.54% | 0.67 CHF | 0.68 CHF | 290'000 | 290'000 | 288'138 | 288'138 | 186'247 CHF | 189'128 CHF | 98.87% | 98.87% |
15.11.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 285'000 | 285'000 | 283'464 | 283'464 | 170'742 CHF | 173'577 CHF | 98.53% | 98.53% |
14.11.2024 | 1.84% | 0.59 CHF | 0.60 CHF | 285'000 | 285'000 | 278'045 | 278'045 | 150'756 CHF | 153'536 CHF | 94.92% | 94.92% |
13.11.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 300'000 | 300'000 | 297'548 | 297'548 | 230'492 CHF | 233'467 CHF | 98.10% | 98.10% |
12.11.2024 | 1.41% | 0.79 CHF | 0.80 CHF | 300'000 | 300'000 | 291'915 | 291'915 | 206'424 CHF | 209'343 CHF | 97.84% | 97.84% |
11.11.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 285'000 | 285'000 | 283'816 | 283'816 | 177'196 CHF | 180'034 CHF | 99.29% | 99.29% |
08.11.2024 | 1.50% | 0.69 CHF | 0.70 CHF | 290'000 | 290'000 | 287'679 | 287'679 | 191'058 CHF | 193'935 CHF | 97.74% | 97.74% |
07.11.2024 | 1.56% | 0.59 CHF | 0.60 CHF | 280'000 | 280'000 | 283'345 | 283'345 | 180'300 CHF | 183'133 CHF | 97.04% | 97.04% |