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 | 2.29% | 0.42 CHF | 0.43 CHF | 298'500 | 298'500 | 295'665 | 295'665 | 127'593 CHF | 130'550 CHF | 100.00% | 100.00% |
19.11.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 285'500 | 285'500 | 287'111 | 287'111 | 122'033 CHF | 124'904 CHF | 100.00% | 100.00% |
18.11.2024 | 2.25% | 0.45 CHF | 0.46 CHF | 290'800 | 290'800 | 292'750 | 292'750 | 128'932 CHF | 131'860 CHF | 100.00% | 100.00% |
15.11.2024 | 2.27% | 0.44 CHF | 0.45 CHF | 299'300 | 299'300 | 298'007 | 298'007 | 129'868 CHF | 132'848 CHF | 100.00% | 100.00% |
14.11.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 319'800 | 319'800 | 322'068 | 322'068 | 135'302 CHF | 138'523 CHF | 99.35% | 99.35% |
13.11.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 332'200 | 332'200 | 331'070 | 331'070 | 126'915 CHF | 130'225 CHF | 100.00% | 100.00% |
12.11.2024 | 2.43% | 0.38 CHF | 0.39 CHF | 306'300 | 306'300 | 301'769 | 301'769 | 122'562 CHF | 125'579 CHF | 100.00% | 100.00% |
11.11.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 301'400 | 301'400 | 301'422 | 301'422 | 129'558 CHF | 132'572 CHF | 99.93% | 99.93% |
08.11.2024 | 2.27% | 0.42 CHF | 0.43 CHF | 290'100 | 290'100 | 286'699 | 286'699 | 124'900 CHF | 127'767 CHF | 100.00% | 100.00% |
07.11.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 283'200 | 283'200 | 284'404 | 284'404 | 130'065 CHF | 132'909 CHF | 100.00% | 100.00% |