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 | 1.78% | 0.56 CHF | 0.57 CHF | 367'700 | 367'700 | 163'935 | 163'935 | 92'448 CHF | 94'091 CHF | 99.90% | 99.90% |
19.11.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 359'700 | 359'700 | 160'509 | 160'509 | 89'368 CHF | 90'976 CHF | 100.00% | 100.00% |
18.11.2024 | 1.69% | 0.61 CHF | 0.62 CHF | 337'600 | 337'600 | 157'982 | 157'982 | 95'178 CHF | 96'761 CHF | 99.90% | 99.90% |
15.11.2024 | 1.71% | 0.63 CHF | 0.64 CHF | 326'600 | 326'600 | 151'002 | 151'002 | 90'880 CHF | 92'398 CHF | 99.90% | 99.90% |
14.11.2024 | 3.00% | 0.61 CHF | 0.62 CHF | 313'600 | 313'600 | 102'834 | 102'834 | 63'162 CHF | 64'539 CHF | 96.92% | 96.92% |
13.11.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 307'200 | 307'200 | 137'253 | 137'253 | 90'170 CHF | 91'545 CHF | 99.92% | 99.92% |
12.11.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 308'700 | 308'700 | 136'952 | 136'952 | 91'191 CHF | 92'563 CHF | 100.00% | 100.00% |
11.11.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 320'200 | 320'200 | 143'421 | 143'421 | 95'555 CHF | 96'995 CHF | 99.83% | 99.83% |
08.11.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 336'300 | 336'300 | 149'375 | 149'375 | 92'856 CHF | 94'353 CHF | 100.00% | 100.00% |
07.11.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 341'000 | 341'000 | 152'155 | 152'155 | 93'594 CHF | 95'118 CHF | 100.00% | 100.00% |