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 | 2.90% | 0.32 CHF | 0.33 CHF | 175'000 | 172'000 | 176'323 | 176'323 | 59'976 CHF | 61'739 CHF | 94.19% | 94.19% |
19.11.2024 | 3.50% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 199'113 | 199'113 | 56'017 CHF | 58'008 CHF | 99.33% | 99.33% |
18.11.2024 | 3.93% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 215'718 | 215'718 | 53'848 CHF | 56'005 CHF | 97.59% | 97.59% |
15.11.2024 | 2.97% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 177'589 | 177'589 | 58'958 CHF | 60'734 CHF | 99.27% | 99.27% |
14.11.2024 | 2.61% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 158'884 | 158'884 | 60'069 CHF | 61'658 CHF | 95.84% | 95.84% |
13.11.2024 | 2.50% | 0.38 CHF | 0.39 CHF | 175'000 | 175'000 | 135'501 | 135'501 | 53'462 CHF | 54'817 CHF | 96.30% | 96.30% |
12.11.2024 | 2.94% | 0.39 CHF | 0.40 CHF | 75'000 | 75'000 | 85'947 | 85'947 | 28'904 CHF | 29'764 CHF | 97.34% | 97.34% |
11.11.2024 | 2.78% | 0.34 CHF | 0.35 CHF | 88'000 | 88'000 | 82'438 | 82'438 | 29'221 CHF | 30'045 CHF | 99.21% | 99.21% |
08.11.2024 | 2.59% | 0.36 CHF | 0.37 CHF | 88'000 | 88'000 | 77'804 | 77'804 | 29'696 CHF | 30'474 CHF | 98.22% | 98.22% |
07.11.2024 | 2.76% | 0.38 CHF | 0.39 CHF | 75'000 | 75'000 | 85'293 | 85'293 | 30'451 CHF | 31'304 CHF | 98.82% | 98.82% |