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 | 6.41% | 0.14 CHF | 0.16 CHF | 558'600 | 558'600 | 555'833 | 555'833 | 83'917 CHF | 89'476 CHF | 99.45% | 99.45% |
19.11.2024 | 6.67% | 0.14 CHF | 0.16 CHF | 544'500 | 544'500 | 542'578 | 542'578 | 78'693 CHF | 84'119 CHF | 100.00% | 100.00% |
18.11.2024 | 6.44% | 0.16 CHF | 0.17 CHF | 567'400 | 567'400 | 565'777 | 565'777 | 85'072 CHF | 90'730 CHF | 99.88% | 99.88% |
15.11.2024 | 6.68% | 0.14 CHF | 0.16 CHF | 583'200 | 583'200 | 583'200 | 583'200 | 84'457 CHF | 90'289 CHF | 100.00% | 100.00% |
14.11.2024 | 7.01% | 0.14 CHF | 0.15 CHF | 606'500 | 606'500 | 606'500 | 606'500 | 83'461 CHF | 89'526 CHF | 98.59% | 98.59% |
13.11.2024 | 7.30% | 0.13 CHF | 0.14 CHF | 613'500 | 613'500 | 613'500 | 613'500 | 81'033 CHF | 87'168 CHF | 100.00% | 100.00% |
12.11.2024 | 6.86% | 0.13 CHF | 0.14 CHF | 539'300 | 539'300 | 539'300 | 539'300 | 75'976 CHF | 81'369 CHF | 99.88% | 99.88% |
11.11.2024 | 6.23% | 0.16 CHF | 0.17 CHF | 517'000 | 517'000 | 523'622 | 523'622 | 81'386 CHF | 86'622 CHF | 100.00% | 100.00% |
08.11.2024 | 6.40% | 0.15 CHF | 0.16 CHF | 542'000 | 542'000 | 535'316 | 535'316 | 80'895 CHF | 86'248 CHF | 99.05% | 99.05% |
07.11.2024 | 6.21% | 0.16 CHF | 0.17 CHF | 480'700 | 480'700 | 484'062 | 484'062 | 75'641 CHF | 80'482 CHF | 100.00% | 100.00% |