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 | 2.79% | 0.34 CHF | 0.35 CHF | 358'200 | 358'200 | 156'472 | 156'472 | 55'756 CHF | 57'323 CHF | 99.90% | 99.90% |
19.11.2024 | 2.91% | 0.35 CHF | 0.36 CHF | 368'400 | 368'400 | 164'387 | 164'387 | 56'716 CHF | 58'362 CHF | 99.84% | 99.84% |
18.11.2024 | 2.87% | 0.35 CHF | 0.36 CHF | 370'500 | 370'500 | 164'852 | 164'852 | 57'950 CHF | 59'602 CHF | 99.90% | 99.90% |
15.11.2024 | 2.51% | 0.36 CHF | 0.37 CHF | 302'000 | 302'000 | 132'425 | 132'425 | 50'953 CHF | 52'280 CHF | 99.90% | 99.90% |
14.11.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 264'800 | 264'800 | 118'146 | 118'146 | 55'999 CHF | 57'183 CHF | 100.00% | 100.00% |
13.11.2024 | 2.27% | 0.45 CHF | 0.46 CHF | 293'800 | 293'800 | 131'090 | 131'090 | 58'059 CHF | 59'372 CHF | 100.00% | 100.00% |
12.11.2024 | 2.27% | 0.44 CHF | 0.45 CHF | 292'000 | 292'000 | 129'940 | 129'940 | 57'910 CHF | 59'211 CHF | 99.86% | 99.86% |
11.11.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 263'000 | 263'000 | 117'307 | 117'307 | 55'677 CHF | 56'852 CHF | 99.90% | 99.90% |
08.11.2024 | 2.01% | 0.48 CHF | 0.49 CHF | 252'600 | 252'600 | 113'283 | 113'283 | 56'455 CHF | 57'590 CHF | 98.88% | 98.88% |
07.11.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 255'300 | 255'300 | 113'838 | 113'838 | 58'051 CHF | 59'192 CHF | 99.90% | 99.90% |