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 | 1.70% | 0.56 CHF | 0.57 CHF | 241'100 | 241'100 | 240'106 | 240'106 | 139'844 CHF | 142'245 CHF | 100.00% | 100.00% |
19.11.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 238'600 | 238'600 | 238'637 | 238'637 | 131'298 CHF | 133'684 CHF | 100.00% | 100.00% |
18.11.2024 | 1.84% | 0.56 CHF | 0.57 CHF | 242'700 | 242'700 | 242'649 | 242'649 | 131'067 CHF | 133'493 CHF | 100.00% | 100.00% |
15.11.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 237'200 | 237'200 | 236'222 | 236'222 | 129'981 CHF | 132'344 CHF | 100.00% | 100.00% |
14.11.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 290'100 | 290'100 | 288'905 | 288'905 | 166'988 CHF | 169'877 CHF | 100.00% | 100.00% |
13.11.2024 | 2.15% | 0.45 CHF | 0.46 CHF | 284'200 | 284'200 | 283'209 | 283'209 | 130'459 CHF | 133'291 CHF | 100.00% | 100.00% |
12.11.2024 | 1.87% | 0.49 CHF | 0.50 CHF | 236'500 | 236'500 | 233'702 | 233'702 | 124'071 CHF | 126'408 CHF | 100.00% | 100.00% |
11.11.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 239'800 | 239'800 | 238'761 | 238'761 | 139'021 CHF | 141'409 CHF | 100.00% | 100.00% |
08.11.2024 | 1.82% | 0.57 CHF | 0.58 CHF | 253'800 | 253'800 | 254'930 | 254'930 | 139'120 CHF | 141'669 CHF | 99.18% | 99.18% |
07.11.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 255'300 | 255'300 | 253'096 | 253'096 | 129'896 CHF | 132'427 CHF | 100.00% | 100.00% |