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 | 1.80% | 0.52 CHF | 0.53 CHF | 305'000 | 305'000 | 299'943 | 299'943 | 165'302 CHF | 168'301 CHF | 99.94% | 99.94% |
19.11.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 300'000 | 300'000 | 300'112 | 300'112 | 162'951 CHF | 165'952 CHF | 98.73% | 98.73% |
18.11.2024 | 1.44% | 0.66 CHF | 0.67 CHF | 290'000 | 290'000 | 288'154 | 288'154 | 198'631 CHF | 201'512 CHF | 99.99% | 99.99% |
15.11.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 285'000 | 285'000 | 283'474 | 283'474 | 209'544 CHF | 212'379 CHF | 99.35% | 99.35% |
14.11.2024 | 1.25% | 0.75 CHF | 0.76 CHF | 285'000 | 285'000 | 278'038 | 278'038 | 222'043 CHF | 224'824 CHF | 96.95% | 96.95% |
13.11.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 300'000 | 300'000 | 297'577 | 297'577 | 168'738 CHF | 171'714 CHF | 99.72% | 99.72% |
12.11.2024 | 1.57% | 0.55 CHF | 0.56 CHF | 300'000 | 300'000 | 291'905 | 291'905 | 185'064 CHF | 187'983 CHF | 99.05% | 99.05% |
11.11.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 285'000 | 285'000 | 283'824 | 283'824 | 204'579 CHF | 207'417 CHF | 99.94% | 99.94% |
08.11.2024 | 1.45% | 0.66 CHF | 0.67 CHF | 290'000 | 290'000 | 287'693 | 287'693 | 196'934 CHF | 199'811 CHF | 98.95% | 98.95% |
07.11.2024 | 1.38% | 0.76 CHF | 0.77 CHF | 280'000 | 280'000 | 283'383 | 283'383 | 203'467 CHF | 206'300 CHF | 99.56% | 99.56% |