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 | 2.53% | 0.40 CHF | 0.41 CHF | 230'000 | 230'000 | 221'024 | 221'024 | 86'134 CHF | 88'344 CHF | 98.76% | 98.76% |
19.11.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 230'000 | 230'000 | 227'586 | 227'586 | 91'739 CHF | 94'015 CHF | 98.38% | 98.38% |
18.11.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 220'000 | 220'000 | 219'081 | 219'081 | 84'071 CHF | 86'262 CHF | 98.69% | 98.69% |
15.11.2024 | 2.54% | 0.38 CHF | 0.39 CHF | 220'000 | 220'000 | 219'084 | 219'084 | 85'140 CHF | 87'331 CHF | 99.06% | 99.06% |
14.11.2024 | 2.45% | 0.39 CHF | 0.40 CHF | 220'000 | 220'000 | 223'200 | 223'200 | 89'951 CHF | 92'183 CHF | 97.61% | 97.61% |
13.11.2024 | 2.50% | 0.41 CHF | 0.42 CHF | 230'000 | 230'000 | 221'146 | 221'146 | 87'362 CHF | 89'574 CHF | 98.83% | 98.83% |
12.11.2024 | 2.49% | 0.42 CHF | 0.43 CHF | 230'000 | 230'000 | 220'826 | 220'826 | 87'605 CHF | 89'813 CHF | 98.87% | 98.87% |
11.11.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 220'000 | 220'000 | 219'084 | 219'084 | 78'354 CHF | 80'545 CHF | 99.02% | 99.02% |
08.11.2024 | 2.60% | 0.39 CHF | 0.40 CHF | 220'000 | 220'000 | 219'074 | 219'074 | 83'109 CHF | 85'300 CHF | 98.07% | 98.07% |
07.11.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 220'000 | 220'000 | 219'078 | 219'078 | 79'216 CHF | 81'407 CHF | 98.40% | 98.40% |