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 | 2.99% | 0.32 CHF | 0.33 CHF | 370'000 | 370'000 | 368'472 | 368'472 | 121'345 CHF | 125'030 CHF | 99.83% | 99.83% |
19.11.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 370'000 | 370'000 | 370'071 | 370'071 | 114'759 CHF | 118'460 CHF | 99.69% | 99.69% |
18.11.2024 | 3.24% | 0.32 CHF | 0.33 CHF | 370'000 | 370'000 | 369'934 | 369'934 | 112'410 CHF | 116'109 CHF | 99.86% | 99.86% |
15.11.2024 | 3.16% | 0.31 CHF | 0.32 CHF | 370'000 | 370'000 | 368'470 | 368'470 | 114'672 CHF | 118'357 CHF | 99.73% | 99.73% |
14.11.2024 | 3.00% | 0.33 CHF | 0.34 CHF | 370'000 | 370'000 | 368'464 | 368'464 | 121'035 CHF | 124'719 CHF | 99.25% | 99.25% |
13.11.2024 | 4.00% | 0.24 CHF | 0.25 CHF | 380'000 | 380'000 | 378'672 | 378'672 | 92'852 CHF | 96'639 CHF | 99.76% | 99.76% |
12.11.2024 | 3.42% | 0.26 CHF | 0.27 CHF | 380'000 | 380'000 | 375'467 | 375'467 | 107'977 CHF | 111'732 CHF | 95.41% | 95.41% |
11.11.2024 | 3.12% | 0.32 CHF | 0.33 CHF | 370'000 | 370'000 | 368'550 | 368'550 | 116'286 CHF | 119'971 CHF | 94.42% | 94.42% |
08.11.2024 | 3.33% | 0.31 CHF | 0.32 CHF | 370'000 | 370'000 | 371'527 | 371'527 | 109'883 CHF | 113'598 CHF | 94.72% | 94.72% |
07.11.2024 | 3.57% | 0.28 CHF | 0.29 CHF | 380'000 | 380'000 | 376'718 | 376'718 | 103'586 CHF | 107'354 CHF | 97.15% | 97.15% |