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 | 2.00% | 0.48 CHF | 0.49 CHF | 370'000 | 370'000 | 368'463 | 368'463 | 182'195 CHF | 185'880 CHF | 99.29% | 99.29% |
19.11.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 370'000 | 370'000 | 370'049 | 370'049 | 176'596 CHF | 180'297 CHF | 98.49% | 98.49% |
18.11.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 370'000 | 370'000 | 369'933 | 369'933 | 173'993 CHF | 177'693 CHF | 99.83% | 99.83% |
15.11.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 370'000 | 370'000 | 368'469 | 368'469 | 176'549 CHF | 180'233 CHF | 99.63% | 99.63% |
14.11.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 370'000 | 370'000 | 368'443 | 368'443 | 182'593 CHF | 186'277 CHF | 97.88% | 97.88% |
13.11.2024 | 2.40% | 0.40 CHF | 0.41 CHF | 380'000 | 380'000 | 378'649 | 378'649 | 155'816 CHF | 159'602 CHF | 99.06% | 99.06% |
12.11.2024 | 2.19% | 0.43 CHF | 0.44 CHF | 380'000 | 380'000 | 375'513 | 375'513 | 170'002 CHF | 173'757 CHF | 99.31% | 99.31% |
11.11.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 370'000 | 370'000 | 368'470 | 368'470 | 177'631 CHF | 181'316 CHF | 99.76% | 99.76% |
08.11.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 370'000 | 370'000 | 371'660 | 371'660 | 171'211 CHF | 174'928 CHF | 98.53% | 98.53% |
07.11.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 380'000 | 380'000 | 376'710 | 376'710 | 166'964 CHF | 170'731 CHF | 99.17% | 99.17% |