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 | 8.00% | 0.12 CHF | 0.13 CHF | 212'100 | 212'100 | 209'997 | 209'997 | 25'219 CHF | 27'319 CHF | 99.43% | 99.43% |
19.11.2024 | 7.99% | 0.12 CHF | 0.13 CHF | 208'400 | 208'400 | 208'421 | 208'421 | 25'049 CHF | 27'133 CHF | 100.00% | 100.00% |
18.11.2024 | 8.28% | 0.12 CHF | 0.13 CHF | 220'800 | 220'800 | 221'684 | 221'684 | 25'678 CHF | 27'894 CHF | 99.88% | 99.88% |
15.11.2024 | 8.65% | 0.11 CHF | 0.12 CHF | 217'100 | 217'100 | 217'102 | 217'102 | 24'015 CHF | 26'186 CHF | 100.00% | 100.00% |
14.11.2024 | 8.47% | 0.12 CHF | 0.13 CHF | 223'700 | 223'700 | 226'160 | 226'160 | 25'585 CHF | 27'847 CHF | 98.58% | 98.58% |
13.11.2024 | 8.63% | 0.11 CHF | 0.12 CHF | 211'000 | 211'000 | 211'263 | 211'263 | 23'428 CHF | 25'540 CHF | 100.00% | 100.00% |
12.11.2024 | 7.73% | 0.12 CHF | 0.13 CHF | 194'200 | 194'200 | 194'200 | 194'200 | 24'154 CHF | 26'096 CHF | 99.88% | 99.88% |
11.11.2024 | 7.07% | 0.14 CHF | 0.14 CHF | 189'700 | 189'700 | 188'220 | 188'220 | 25'674 CHF | 27'556 CHF | 100.00% | 100.00% |
08.11.2024 | 7.00% | 0.14 CHF | 0.14 CHF | 185'800 | 185'800 | 185'888 | 185'888 | 25'630 CHF | 27'489 CHF | 98.30% | 98.30% |
07.11.2024 | 6.81% | 0.14 CHF | 0.15 CHF | 185'800 | 185'800 | 185'423 | 185'423 | 26'317 CHF | 28'171 CHF | 100.00% | 100.00% |