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 | 7.22% | 0.13 CHF | 0.14 CHF | 729'900 | 364'950 | 712'738 | 356'369 | 95'203 CHF | 51'165 CHF | 100.00% | 100.00% |
19.11.2024 | 7.15% | 0.14 CHF | 0.14 CHF | 738'200 | 369'100 | 722'105 | 361'052 | 97'528 CHF | 52'376 CHF | 100.00% | 100.00% |
18.11.2024 | 7.09% | 0.14 CHF | 0.14 CHF | 675'500 | 337'750 | 660'632 | 330'316 | 89'840 CHF | 48'223 CHF | 99.78% | 99.78% |
15.11.2024 | 6.68% | 0.14 CHF | 0.16 CHF | 674'400 | 337'200 | 656'052 | 328'026 | 94'959 CHF | 50'760 CHF | 100.00% | 100.00% |
14.11.2024 | 6.50% | 0.14 CHF | 0.16 CHF | 660'900 | 330'450 | 649'074 | 324'537 | 96'648 CHF | 51'569 CHF | 99.74% | 99.74% |
13.11.2024 | 6.03% | 0.15 CHF | 0.16 CHF | 570'300 | 285'150 | 563'270 | 281'635 | 90'710 CHF | 48'171 CHF | 100.00% | 100.00% |
12.11.2024 | 6.20% | 0.17 CHF | 0.18 CHF | 839'400 | 419'700 | 798'937 | 399'468 | 125'852 CHF | 66'928 CHF | 100.00% | 100.00% |
11.11.2024 | 7.16% | 0.13 CHF | 0.14 CHF | 727'300 | 363'650 | 710'809 | 355'404 | 95'797 CHF | 51'453 CHF | 100.00% | 100.00% |
08.11.2024 | 7.00% | 0.14 CHF | 0.14 CHF | 725'100 | 362'550 | 712'178 | 356'089 | 98'161 CHF | 52'641 CHF | 99.18% | 99.18% |
07.11.2024 | 7.14% | 0.14 CHF | 0.14 CHF | 755'300 | 377'650 | 738'512 | 369'256 | 99'856 CHF | 53'621 CHF | 97.17% | 97.17% |