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 | 4.03% | 0.24 CHF | 0.25 CHF | 435'300 | 435'300 | 433'421 | 433'421 | 105'514 CHF | 109'848 CHF | 100.00% | 100.00% |
19.11.2024 | 4.18% | 0.24 CHF | 0.25 CHF | 406'500 | 406'500 | 403'623 | 403'623 | 94'606 CHF | 98'642 CHF | 99.45% | 99.45% |
18.11.2024 | 3.60% | 0.27 CHF | 0.28 CHF | 358'000 | 358'000 | 356'523 | 356'523 | 97'394 CHF | 100'959 CHF | 100.00% | 100.00% |
15.11.2024 | 3.41% | 0.28 CHF | 0.29 CHF | 341'000 | 341'000 | 339'594 | 339'594 | 97'925 CHF | 101'320 CHF | 100.00% | 100.00% |
14.11.2024 | 3.45% | 0.30 CHF | 0.31 CHF | 386'300 | 386'300 | 385'766 | 385'766 | 110'088 CHF | 113'946 CHF | 100.00% | 100.00% |
13.11.2024 | 3.61% | 0.26 CHF | 0.27 CHF | 352'500 | 352'500 | 332'612 | 332'612 | 90'493 CHF | 93'819 CHF | 100.00% | 100.00% |
12.11.2024 | 3.17% | 0.32 CHF | 0.33 CHF | 363'700 | 363'700 | 358'524 | 358'524 | 114'628 CHF | 118'221 CHF | 98.83% | 98.83% |
11.11.2024 | 3.56% | 0.28 CHF | 0.29 CHF | 399'100 | 399'100 | 403'750 | 403'750 | 111'657 CHF | 115'695 CHF | 99.44% | 99.44% |
08.11.2024 | 4.06% | 0.24 CHF | 0.25 CHF | 420'600 | 420'600 | 418'865 | 418'865 | 101'041 CHF | 105'230 CHF | 100.00% | 100.00% |
07.11.2024 | 3.88% | 0.25 CHF | 0.26 CHF | 444'000 | 444'000 | 442'169 | 442'169 | 111'744 CHF | 116'165 CHF | 100.00% | 100.00% |