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 | 1.75% | 0.54 CHF | 0.55 CHF | 148'400 | 148'400 | 147'491 | 147'491 | 83'585 CHF | 85'060 CHF | 99.43% | 99.43% |
19.11.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 144'800 | 144'800 | 144'751 | 144'751 | 79'482 CHF | 80'930 CHF | 100.00% | 100.00% |
18.11.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 151'500 | 151'500 | 151'496 | 151'496 | 82'342 CHF | 83'857 CHF | 99.88% | 99.88% |
15.11.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 156'700 | 156'700 | 157'643 | 157'643 | 82'916 CHF | 84'492 CHF | 100.00% | 100.00% |
14.11.2024 | 2.02% | 0.51 CHF | 0.52 CHF | 171'100 | 171'100 | 172'017 | 172'017 | 84'341 CHF | 86'061 CHF | 98.55% | 98.55% |
13.11.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 184'600 | 184'600 | 185'426 | 185'426 | 85'092 CHF | 86'946 CHF | 100.00% | 100.00% |
12.11.2024 | 2.15% | 0.43 CHF | 0.44 CHF | 165'300 | 165'300 | 163'321 | 163'321 | 75'140 CHF | 76'773 CHF | 99.88% | 99.88% |
11.11.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 176'000 | 176'000 | 176'952 | 176'952 | 88'275 CHF | 90'045 CHF | 100.00% | 100.00% |
08.11.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 166'400 | 166'400 | 166'259 | 166'259 | 75'921 CHF | 77'584 CHF | 98.30% | 98.30% |
07.11.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 168'000 | 168'000 | 167'327 | 167'327 | 84'218 CHF | 85'891 CHF | 100.00% | 100.00% |