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 | 0.40% | 2.59 CHF | 2.60 CHF | 304'100 | 304'100 | 316'202 | 316'202 | 779'541 CHF | 782'703 CHF | 100.00% | 100.00% |
19.11.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 317'800 | 317'800 | 329'682 | 329'682 | 808'322 CHF | 811'619 CHF | 98.78% | 98.78% |
18.11.2024 | 0.45% | 2.33 CHF | 2.34 CHF | 331'300 | 331'300 | 357'962 | 357'962 | 800'190 CHF | 803'770 CHF | 100.00% | 100.00% |
15.11.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 361'500 | 361'500 | 365'168 | 365'168 | 752'840 CHF | 756'491 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 2.08 CHF | 2.09 CHF | 365'600 | 365'600 | 337'496 | 337'496 | 665'586 CHF | 668'961 CHF | 99.91% | 99.91% |
13.11.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 333'800 | 333'800 | 327'057 | 327'057 | 762'882 CHF | 766'153 CHF | 100.00% | 100.00% |
12.11.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 326'200 | 326'200 | 312'094 | 312'094 | 713'323 CHF | 716'444 CHF | 100.00% | 100.00% |
11.11.2024 | 0.37% | 2.38 CHF | 2.39 CHF | 310'200 | 310'200 | 260'761 | 260'761 | 702'110 CHF | 704'717 CHF | 100.00% | 100.00% |
08.11.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 254'300 | 254'300 | 253'505 | 253'505 | 770'824 CHF | 773'359 CHF | 100.00% | 100.00% |
07.11.2024 | 0.34% | 3.11 CHF | 3.12 CHF | 253'400 | 253'400 | 271'698 | 271'698 | 793'693 CHF | 796'410 CHF | 99.90% | 99.90% |