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 | 3.55% | 0.28 CHF | 0.29 CHF | 394'600 | 394'600 | 392'977 | 392'977 | 108'721 CHF | 112'651 CHF | 100.00% | 100.00% |
19.11.2024 | 3.68% | 0.26 CHF | 0.27 CHF | 397'800 | 397'800 | 396'160 | 396'160 | 105'671 CHF | 109'633 CHF | 100.00% | 100.00% |
18.11.2024 | 3.86% | 0.26 CHF | 0.27 CHF | 431'000 | 431'000 | 429'222 | 429'222 | 109'144 CHF | 113'436 CHF | 100.00% | 100.00% |
15.11.2024 | 3.79% | 0.24 CHF | 0.25 CHF | 393'000 | 393'000 | 391'379 | 391'379 | 101'411 CHF | 105'325 CHF | 100.00% | 100.00% |
14.11.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 395'500 | 395'500 | 393'875 | 393'875 | 102'666 CHF | 106'605 CHF | 100.00% | 100.00% |
13.11.2024 | 3.82% | 0.26 CHF | 0.27 CHF | 416'800 | 416'800 | 415'083 | 415'083 | 106'581 CHF | 110'732 CHF | 100.00% | 100.00% |
12.11.2024 | 4.02% | 0.25 CHF | 0.26 CHF | 438'300 | 438'300 | 436'503 | 436'503 | 106'452 CHF | 110'817 CHF | 100.00% | 100.00% |
11.11.2024 | 4.10% | 0.24 CHF | 0.25 CHF | 461'700 | 461'700 | 459'796 | 459'796 | 109'823 CHF | 114'421 CHF | 100.00% | 100.00% |
08.11.2024 | 4.33% | 0.23 CHF | 0.24 CHF | 457'700 | 457'700 | 444'339 | 444'339 | 100'517 CHF | 104'961 CHF | 100.00% | 100.00% |
07.11.2024 | 4.39% | 0.23 CHF | 0.24 CHF | 520'900 | 520'900 | 479'621 | 479'621 | 106'839 CHF | 111'636 CHF | 100.00% | 100.00% |