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 | 2.25% | 0.43 CHF | 0.44 CHF | 960'500 | 960'500 | 960'500 | 960'500 | 422'791 CHF | 432'396 CHF | 100.00% | 100.00% |
19.11.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 910'400 | 910'400 | 910'400 | 910'400 | 386'677 CHF | 395'781 CHF | 100.00% | 100.00% |
18.11.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 911'100 | 911'100 | 911'100 | 911'100 | 431'497 CHF | 440'608 CHF | 100.00% | 100.00% |
15.11.2024 | 2.11% | 0.46 CHF | 0.47 CHF | 928'300 | 928'300 | 928'300 | 928'300 | 435'155 CHF | 444'438 CHF | 100.00% | 100.00% |
14.11.2024 | 2.22% | 0.46 CHF | 0.47 CHF | 977'400 | 977'400 | 977'400 | 977'400 | 434'900 CHF | 444'674 CHF | 100.00% | 100.00% |
13.11.2024 | 2.28% | 0.42 CHF | 0.43 CHF | 970'900 | 970'900 | 970'900 | 970'900 | 420'390 CHF | 430'099 CHF | 100.00% | 100.00% |
12.11.2024 | 2.20% | 0.43 CHF | 0.44 CHF | 908'000 | 908'000 | 908'000 | 908'000 | 408'327 CHF | 417'407 CHF | 100.00% | 100.00% |
11.11.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 948'700 | 948'700 | 948'700 | 948'700 | 440'379 CHF | 449'866 CHF | 100.00% | 100.00% |
08.11.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 922'100 | 922'100 | 922'100 | 922'100 | 410'720 CHF | 419'941 CHF | 100.00% | 100.00% |
07.11.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 921'500 | 921'500 | 921'500 | 921'500 | 436'608 CHF | 445'823 CHF | 99.68% | 99.68% |