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% | 0.45 CHF | 0.46 CHF | 315'000 | 315'000 | 110'287 | 110'287 | 53'560 CHF | 54'665 CHF | 99.78% | 99.78% |
19.11.2024 | 1.97% | 0.52 CHF | 0.53 CHF | 325'000 | 325'000 | 111'933 | 111'933 | 57'988 CHF | 59'109 CHF | 100.00% | 100.00% |
18.11.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 320'000 | 320'000 | 110'139 | 110'139 | 54'866 CHF | 55'969 CHF | 99.91% | 99.91% |
15.11.2024 | 2.13% | 0.49 CHF | 0.50 CHF | 320'000 | 320'000 | 109'474 | 109'474 | 52'333 CHF | 53'429 CHF | 100.00% | 100.00% |
14.11.2024 | 2.14% | 0.44 CHF | 0.45 CHF | 310'000 | 310'000 | 105'379 | 105'379 | 48'367 CHF | 49'422 CHF | 100.00% | 100.00% |
13.11.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 315'000 | 315'000 | 109'305 | 109'305 | 51'587 CHF | 52'681 CHF | 100.00% | 100.00% |
12.11.2024 | 2.27% | 0.46 CHF | 0.47 CHF | 315'000 | 315'000 | 109'217 | 109'217 | 49'639 CHF | 50'733 CHF | 100.00% | 100.00% |
11.11.2024 | 2.33% | 0.40 CHF | 0.41 CHF | 310'000 | 310'000 | 107'634 | 107'634 | 45'248 CHF | 46'325 CHF | 99.78% | 99.78% |
08.11.2024 | 4.03% | 0.42 CHF | 0.43 CHF | 315'000 | 315'000 | 87'356 | 87'356 | 38'405 CHF | 39'389 CHF | 99.21% | 99.21% |
07.11.2024 | - | 0.28 CHF | - CHF | 295'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.85% |