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 | 1.69% | 0.54 CHF | 0.55 CHF | 315'000 | 315'000 | 110'280 | 110'280 | 63'333 CHF | 64'437 CHF | 99.78% | 99.78% |
19.11.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 325'000 | 325'000 | 111'934 | 111'934 | 67'905 CHF | 69'026 CHF | 100.00% | 100.00% |
18.11.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 320'000 | 320'000 | 110'132 | 110'132 | 64'618 CHF | 65'721 CHF | 99.90% | 99.90% |
15.11.2024 | 1.80% | 0.58 CHF | 0.59 CHF | 320'000 | 320'000 | 109'473 | 109'473 | 62'106 CHF | 63'202 CHF | 100.00% | 100.00% |
14.11.2024 | 1.80% | 0.52 CHF | 0.53 CHF | 310'000 | 310'000 | 105'378 | 105'378 | 57'748 CHF | 58'803 CHF | 100.00% | 100.00% |
13.11.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 315'000 | 315'000 | 109'307 | 109'307 | 61'324 CHF | 62'419 CHF | 100.00% | 100.00% |
12.11.2024 | 1.90% | 0.55 CHF | 0.56 CHF | 315'000 | 315'000 | 109'244 | 109'244 | 59'296 CHF | 60'390 CHF | 100.00% | 100.00% |
11.11.2024 | 1.93% | 0.49 CHF | 0.50 CHF | 310'000 | 310'000 | 107'631 | 107'631 | 54'809 CHF | 55'886 CHF | 99.77% | 99.77% |
08.11.2024 | 3.28% | 0.50 CHF | 0.51 CHF | 315'000 | 315'000 | 87'357 | 87'357 | 46'101 CHF | 47'084 CHF | 99.21% | 99.21% |
07.11.2024 | - | 0.36 CHF | - CHF | 295'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.85% |