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 | 2.52% | 0.40 CHF | 0.41 CHF | 370'000 | 370'000 | 368'465 | 368'465 | 144'427 CHF | 148'111 CHF | 99.39% | 99.39% |
19.11.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 370'000 | 370'000 | 370'031 | 370'031 | 151'993 CHF | 155'693 CHF | 99.17% | 99.17% |
18.11.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 370'000 | 370'000 | 369'937 | 369'937 | 155'313 CHF | 159'013 CHF | 99.80% | 99.80% |
15.11.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 370'000 | 370'000 | 368'459 | 368'459 | 153'385 CHF | 157'070 CHF | 99.00% | 99.00% |
14.11.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 370'000 | 370'000 | 368'453 | 368'453 | 147'189 CHF | 150'873 CHF | 98.52% | 98.52% |
13.11.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 380'000 | 380'000 | 378'655 | 378'655 | 182'636 CHF | 186'422 CHF | 98.82% | 98.82% |
12.11.2024 | 2.24% | 0.46 CHF | 0.47 CHF | 380'000 | 380'000 | 375'529 | 375'529 | 165'658 CHF | 169'413 CHF | 99.24% | 99.24% |
11.11.2024 | 2.39% | 0.41 CHF | 0.42 CHF | 370'000 | 370'000 | 368'465 | 368'465 | 152'496 CHF | 156'181 CHF | 99.39% | 99.39% |
08.11.2024 | 2.26% | 0.42 CHF | 0.43 CHF | 370'000 | 370'000 | 371'653 | 371'653 | 162'925 CHF | 166'641 CHF | 98.48% | 98.48% |
07.11.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 380'000 | 380'000 | 376'685 | 376'685 | 174'159 CHF | 177'925 CHF | 98.49% | 98.49% |