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 | 6.46% | 0.14 CHF | 0.16 CHF | 671'300 | 671'300 | 668'476 | 668'476 | 100'118 CHF | 106'803 CHF | 100.00% | 100.00% |
19.11.2024 | 6.44% | 0.15 CHF | 0.16 CHF | 663'400 | 663'400 | 661'369 | 661'369 | 99'463 CHF | 106'077 CHF | 99.87% | 99.87% |
18.11.2024 | 6.46% | 0.15 CHF | 0.16 CHF | 667'200 | 667'200 | 664'159 | 664'159 | 99'457 CHF | 106'098 CHF | 100.00% | 100.00% |
15.11.2024 | 10.84% | 0.15 CHF | 0.16 CHF | 576'600 | 576'600 | 511'209 | 511'209 | 77'484 CHF | 82'991 CHF | 100.00% | 100.00% |
14.11.2024 | 5.53% | 0.18 CHF | 0.19 CHF | 565'300 | 565'300 | 565'295 | 565'295 | 99'390 CHF | 105'043 CHF | 100.00% | 100.00% |
13.11.2024 | 5.44% | 0.18 CHF | 0.19 CHF | 548'400 | 548'400 | 544'407 | 544'407 | 97'494 CHF | 102'938 CHF | 100.00% | 100.00% |
12.11.2024 | 5.22% | 0.19 CHF | 0.20 CHF | 516'300 | 516'300 | 516'304 | 516'304 | 96'327 CHF | 101'490 CHF | 99.89% | 99.89% |
11.11.2024 | 4.96% | 0.20 CHF | 0.21 CHF | 515'000 | 515'000 | 513'656 | 513'656 | 100'897 CHF | 106'034 CHF | 100.00% | 100.00% |
08.11.2024 | 4.96% | 0.20 CHF | 0.21 CHF | 515'000 | 515'000 | 512'051 | 512'051 | 100'633 CHF | 105'753 CHF | 98.92% | 98.92% |
07.11.2024 | 5.02% | 0.19 CHF | 0.20 CHF | 516'900 | 516'900 | 514'717 | 514'717 | 99'939 CHF | 105'086 CHF | 100.00% | 100.00% |