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 | 3.09% | 0.33 CHF | 0.34 CHF | 260'700 | 260'700 | 255'430 | 255'430 | 81'486 CHF | 84'041 CHF | 100.00% | 100.00% |
19.11.2024 | 3.16% | 0.31 CHF | 0.32 CHF | 252'300 | 252'300 | 252'338 | 252'338 | 78'643 CHF | 81'167 CHF | 100.00% | 100.00% |
18.11.2024 | 3.22% | 0.31 CHF | 0.32 CHF | 255'600 | 255'600 | 253'621 | 253'621 | 77'761 CHF | 80'298 CHF | 100.00% | 100.00% |
15.11.2024 | 3.12% | 0.31 CHF | 0.32 CHF | 230'000 | 230'000 | 229'409 | 229'409 | 72'501 CHF | 74'795 CHF | 100.00% | 100.00% |
14.11.2024 | 2.75% | 0.34 CHF | 0.35 CHF | 206'900 | 206'900 | 209'908 | 209'908 | 75'468 CHF | 77'567 CHF | 100.00% | 100.00% |
13.11.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 214'100 | 214'100 | 213'073 | 213'073 | 78'613 CHF | 80'744 CHF | 100.00% | 100.00% |
12.11.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 219'000 | 219'000 | 217'786 | 217'786 | 79'464 CHF | 81'641 CHF | 100.00% | 100.00% |
11.11.2024 | 2.61% | 0.37 CHF | 0.38 CHF | 204'000 | 204'000 | 203'866 | 203'866 | 77'212 CHF | 79'251 CHF | 100.00% | 100.00% |
08.11.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 190'700 | 190'700 | 190'452 | 190'452 | 72'633 CHF | 74'538 CHF | 100.00% | 100.00% |
07.11.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 190'000 | 190'000 | 189'481 | 189'481 | 76'649 CHF | 78'544 CHF | 100.00% | 100.00% |