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 | 1.86% | 0.51 CHF | 0.52 CHF | 230'200 | 230'200 | 229'251 | 229'251 | 122'255 CHF | 124'547 CHF | 100.00% | 100.00% |
19.11.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 221'800 | 221'800 | 220'886 | 220'886 | 117'806 CHF | 120'015 CHF | 100.00% | 100.00% |
18.11.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 228'600 | 228'600 | 227'605 | 227'605 | 130'644 CHF | 132'920 CHF | 100.00% | 100.00% |
15.11.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 234'700 | 234'700 | 233'732 | 233'732 | 130'984 CHF | 133'322 CHF | 100.00% | 100.00% |
14.11.2024 | 1.90% | 0.54 CHF | 0.55 CHF | 248'400 | 248'400 | 247'371 | 247'371 | 129'338 CHF | 131'812 CHF | 99.35% | 99.35% |
13.11.2024 | 2.01% | 0.48 CHF | 0.49 CHF | 239'400 | 239'400 | 239'246 | 239'246 | 118'101 CHF | 120'493 CHF | 100.00% | 100.00% |
12.11.2024 | 1.80% | 0.52 CHF | 0.53 CHF | 228'400 | 228'400 | 227'461 | 227'461 | 125'339 CHF | 127'614 CHF | 100.00% | 100.00% |
11.11.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 234'500 | 234'500 | 233'533 | 233'533 | 127'110 CHF | 129'445 CHF | 99.93% | 99.93% |
08.11.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 215'500 | 215'500 | 214'611 | 214'611 | 116'146 CHF | 118'293 CHF | 100.00% | 100.00% |
07.11.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 228'400 | 228'400 | 229'885 | 229'885 | 136'732 CHF | 139'031 CHF | 100.00% | 100.00% |