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 | 5.20% | 0.20 CHF | 0.21 CHF | 551'300 | 551'300 | 245'748 | 245'748 | 47'434 CHF | 49'896 CHF | 99.90% | 99.90% |
19.11.2024 | 5.20% | 0.20 CHF | 0.21 CHF | 533'100 | 533'100 | 238'442 | 238'442 | 45'465 CHF | 47'857 CHF | 99.89% | 99.89% |
18.11.2024 | 5.18% | 0.20 CHF | 0.21 CHF | 533'600 | 533'600 | 237'869 | 237'869 | 45'947 CHF | 48'330 CHF | 99.90% | 99.90% |
15.11.2024 | 5.21% | 0.22 CHF | 0.23 CHF | 436'800 | 436'800 | 191'598 | 191'598 | 44'528 CHF | 46'727 CHF | 99.99% | 99.99% |
14.11.2024 | 4.52% | 0.25 CHF | 0.26 CHF | 413'100 | 413'100 | 184'046 | 184'046 | 46'577 CHF | 48'596 CHF | 100.00% | 100.00% |
13.11.2024 | 3.61% | 0.26 CHF | 0.27 CHF | 382'200 | 382'200 | 168'571 | 168'571 | 46'224 CHF | 47'913 CHF | 100.00% | 100.00% |
12.11.2024 | 3.03% | 0.32 CHF | 0.33 CHF | 327'400 | 327'400 | 145'136 | 145'136 | 47'494 CHF | 48'948 CHF | 99.92% | 99.92% |
11.11.2024 | 3.09% | 0.35 CHF | 0.36 CHF | 327'500 | 327'500 | 147'505 | 147'505 | 49'304 CHF | 50'782 CHF | 100.00% | 100.00% |
08.11.2024 | 3.04% | 0.31 CHF | 0.32 CHF | 319'800 | 319'800 | 141'382 | 141'382 | 46'012 CHF | 47'429 CHF | 98.94% | 98.94% |
07.11.2024 | 5.26% | 0.33 CHF | 0.34 CHF | 394'100 | 394'100 | 129'967 | 129'967 | 40'324 CHF | 41'864 CHF | 99.98% | 99.98% |