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 | 3.29% | 0.31 CHF | 0.32 CHF | 370'000 | 370'000 | 368'433 | 368'433 | 110'035 CHF | 113'719 CHF | 97.34% | 97.34% |
19.11.2024 | 3.10% | 0.32 CHF | 0.33 CHF | 370'000 | 370'000 | 370'031 | 370'031 | 117'616 CHF | 121'317 CHF | 95.19% | 95.19% |
18.11.2024 | 3.02% | 0.31 CHF | 0.32 CHF | 370'000 | 370'000 | 370'149 | 370'149 | 120'654 CHF | 124'356 CHF | 96.30% | 96.30% |
15.11.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 370'000 | 370'000 | 368'431 | 368'431 | 118'803 CHF | 122'488 CHF | 97.23% | 97.23% |
14.11.2024 | 3.24% | 0.30 CHF | 0.31 CHF | 370'000 | 370'000 | 368'366 | 368'366 | 112'154 CHF | 115'838 CHF | 93.30% | 93.30% |
13.11.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 380'000 | 380'000 | 378'634 | 378'634 | 147'638 CHF | 151'424 CHF | 96.51% | 96.51% |
12.11.2024 | 2.84% | 0.37 CHF | 0.38 CHF | 380'000 | 380'000 | 375'533 | 375'533 | 130'683 CHF | 134'438 CHF | 98.15% | 98.15% |
11.11.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 370'000 | 370'000 | 368'461 | 368'461 | 117'735 CHF | 121'420 CHF | 99.15% | 99.15% |
08.11.2024 | 2.86% | 0.33 CHF | 0.34 CHF | 370'000 | 370'000 | 371'679 | 371'679 | 127'982 CHF | 131'699 CHF | 95.48% | 95.48% |
07.11.2024 | 2.69% | 0.36 CHF | 0.37 CHF | 380'000 | 380'000 | 376'656 | 376'656 | 138'337 CHF | 142'104 CHF | 93.46% | 93.46% |