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 | 1.52% | 0.64 CHF | 0.65 CHF | 370'000 | 370'000 | 368'471 | 368'471 | 240'996 CHF | 244'681 CHF | 99.82% | 99.82% |
19.11.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 370'000 | 370'000 | 370'041 | 370'041 | 235'616 CHF | 239'316 CHF | 98.50% | 98.50% |
18.11.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 370'000 | 370'000 | 369'934 | 369'934 | 233'198 CHF | 236'897 CHF | 99.58% | 99.58% |
15.11.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 370'000 | 370'000 | 368'470 | 368'470 | 235'327 CHF | 239'011 CHF | 99.70% | 99.70% |
14.11.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 370'000 | 370'000 | 368'440 | 368'440 | 241'658 CHF | 245'343 CHF | 97.73% | 97.73% |
13.11.2024 | 1.74% | 0.56 CHF | 0.57 CHF | 380'000 | 380'000 | 378'648 | 378'648 | 216'057 CHF | 219'844 CHF | 98.93% | 98.93% |
12.11.2024 | 1.62% | 0.59 CHF | 0.60 CHF | 380'000 | 380'000 | 375'517 | 375'517 | 230'130 CHF | 233'885 CHF | 98.76% | 98.76% |
11.11.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 370'000 | 370'000 | 368'470 | 368'470 | 236'458 CHF | 240'143 CHF | 99.70% | 99.70% |
08.11.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 370'000 | 370'000 | 371'674 | 371'674 | 230'980 CHF | 234'697 CHF | 98.51% | 98.51% |
07.11.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 380'000 | 380'000 | 376'711 | 376'711 | 227'358 CHF | 231'125 CHF | 98.80% | 98.80% |