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 | 7.04% | 0.14 CHF | 0.14 CHF | 374'900 | 374'900 | 364'898 | 364'898 | 50'004 CHF | 53'653 CHF | 100.00% | 100.00% |
19.11.2024 | 7.13% | 0.14 CHF | 0.14 CHF | 362'800 | 362'800 | 352'637 | 352'637 | 47'741 CHF | 51'269 CHF | 100.00% | 100.00% |
18.11.2024 | 7.10% | 0.14 CHF | 0.15 CHF | 373'800 | 373'800 | 363'880 | 363'880 | 49'477 CHF | 53'116 CHF | 100.00% | 100.00% |
15.11.2024 | 7.17% | 0.14 CHF | 0.14 CHF | 386'900 | 386'900 | 376'181 | 376'181 | 50'636 CHF | 54'398 CHF | 100.00% | 100.00% |
14.11.2024 | 7.61% | 0.13 CHF | 0.14 CHF | 380'900 | 380'900 | 375'080 | 375'080 | 47'487 CHF | 51'238 CHF | 99.35% | 99.35% |
13.11.2024 | 7.28% | 0.13 CHF | 0.14 CHF | 380'700 | 380'700 | 371'502 | 371'502 | 49'174 CHF | 52'889 CHF | 100.00% | 100.00% |
12.11.2024 | 7.10% | 0.13 CHF | 0.14 CHF | 344'000 | 344'000 | 333'440 | 333'440 | 45'265 CHF | 48'600 CHF | 98.86% | 100.00% |
11.11.2024 | 6.24% | 0.15 CHF | 0.16 CHF | 319'800 | 319'800 | 305'038 | 305'038 | 47'379 CHF | 50'429 CHF | 99.93% | 99.93% |
08.11.2024 | 5.67% | 0.16 CHF | 0.17 CHF | 263'700 | 263'700 | 251'755 | 251'755 | 43'200 CHF | 45'718 CHF | 100.00% | 100.00% |
07.11.2024 | 4.87% | 0.21 CHF | 0.22 CHF | 271'200 | 271'200 | 267'626 | 267'626 | 53'631 CHF | 56'307 CHF | 98.41% | 98.41% |