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% | 0.31 CHF | 0.32 CHF | 305'000 | 305'000 | 299'939 | 299'939 | 102'008 CHF | 105'007 CHF | 99.82% | 99.82% |
19.11.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 300'000 | 300'000 | 300'097 | 300'097 | 99'762 CHF | 102'763 CHF | 98.76% | 98.76% |
18.11.2024 | 2.07% | 0.45 CHF | 0.46 CHF | 290'000 | 290'000 | 288'155 | 288'155 | 137'638 CHF | 140'520 CHF | 100.00% | 100.00% |
15.11.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 285'000 | 285'000 | 283'476 | 283'476 | 149'389 CHF | 152'224 CHF | 99.59% | 99.59% |
14.11.2024 | 1.69% | 0.54 CHF | 0.55 CHF | 285'000 | 285'000 | 278'045 | 278'045 | 163'231 CHF | 166'011 CHF | 98.13% | 98.13% |
13.11.2024 | 2.78% | 0.36 CHF | 0.37 CHF | 300'000 | 300'000 | 297'577 | 297'577 | 105'618 CHF | 108'594 CHF | 99.81% | 99.81% |
12.11.2024 | 2.35% | 0.34 CHF | 0.35 CHF | 300'000 | 300'000 | 291'917 | 291'917 | 123'234 CHF | 126'153 CHF | 99.19% | 99.19% |
11.11.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 285'000 | 285'000 | 283'825 | 283'825 | 144'314 CHF | 147'152 CHF | 100.00% | 100.00% |
08.11.2024 | 2.10% | 0.45 CHF | 0.46 CHF | 290'000 | 290'000 | 287'692 | 287'692 | 135'868 CHF | 138'745 CHF | 98.96% | 98.96% |
07.11.2024 | 1.96% | 0.55 CHF | 0.56 CHF | 280'000 | 280'000 | 283'386 | 283'386 | 143'184 CHF | 146'018 CHF | 99.67% | 99.67% |