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 | 2.47% | 0.35 CHF | 0.36 CHF | 315'000 | 315'000 | 110'281 | 110'281 | 42'548 CHF | 43'652 CHF | 99.78% | 99.78% |
19.11.2024 | 2.45% | 0.42 CHF | 0.43 CHF | 325'000 | 325'000 | 111'934 | 111'934 | 46'837 CHF | 47'957 CHF | 100.00% | 100.00% |
18.11.2024 | 2.54% | 0.40 CHF | 0.41 CHF | 320'000 | 320'000 | 110'134 | 110'134 | 43'846 CHF | 44'948 CHF | 99.91% | 99.91% |
15.11.2024 | 2.69% | 0.39 CHF | 0.40 CHF | 320'000 | 320'000 | 109'463 | 109'463 | 41'361 CHF | 42'457 CHF | 100.00% | 100.00% |
14.11.2024 | 2.71% | 0.34 CHF | 0.35 CHF | 310'000 | 310'000 | 105'294 | 105'294 | 37'770 CHF | 38'824 CHF | 100.00% | 100.00% |
13.11.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 315'000 | 315'000 | 109'305 | 109'305 | 40'674 CHF | 41'768 CHF | 100.00% | 100.00% |
12.11.2024 | 2.91% | 0.36 CHF | 0.37 CHF | 315'000 | 315'000 | 109'245 | 109'245 | 38'782 CHF | 39'876 CHF | 100.00% | 100.00% |
11.11.2024 | 3.02% | 0.30 CHF | 0.31 CHF | 310'000 | 310'000 | 107'632 | 107'632 | 34'535 CHF | 35'613 CHF | 99.78% | 99.78% |
08.11.2024 | 5.43% | 0.32 CHF | 0.33 CHF | 315'000 | 315'000 | 87'349 | 87'349 | 29'787 CHF | 30'770 CHF | 99.21% | 99.21% |
07.11.2024 | - | 0.21 CHF | - CHF | 295'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.85% |