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 | 8.46% | 0.11 CHF | 0.12 CHF | 644'800 | 644'800 | 636'789 | 636'789 | 72'106 CHF | 78'473 CHF | 100.00% | 100.00% |
19.11.2024 | 8.22% | 0.12 CHF | 0.13 CHF | 616'800 | 616'800 | 611'858 | 611'858 | 71'398 CHF | 77'516 CHF | 100.00% | 100.00% |
18.11.2024 | 7.94% | 0.13 CHF | 0.14 CHF | 585'000 | 585'000 | 586'574 | 586'574 | 70'982 CHF | 76'848 CHF | 100.00% | 100.00% |
15.11.2024 | 7.45% | 0.13 CHF | 0.14 CHF | 605'700 | 605'700 | 603'469 | 603'469 | 78'040 CHF | 84'075 CHF | 100.00% | 100.00% |
14.11.2024 | 8.20% | 0.12 CHF | 0.13 CHF | 645'200 | 645'200 | 651'970 | 651'970 | 76'302 CHF | 82'821 CHF | 99.35% | 99.35% |
13.11.2024 | 7.51% | 0.11 CHF | 0.12 CHF | 540'600 | 540'600 | 512'695 | 512'695 | 66'233 CHF | 71'360 CHF | 99.46% | 99.46% |
12.11.2024 | 6.30% | 0.14 CHF | 0.16 CHF | 489'500 | 489'500 | 482'192 | 482'192 | 74'094 CHF | 78'916 CHF | 100.00% | 100.00% |
11.11.2024 | 6.19% | 0.16 CHF | 0.17 CHF | 475'600 | 475'600 | 476'217 | 476'217 | 74'527 CHF | 79'289 CHF | 99.93% | 99.93% |
08.11.2024 | 6.20% | 0.16 CHF | 0.17 CHF | 453'200 | 453'200 | 449'323 | 449'323 | 70'251 CHF | 74'745 CHF | 100.00% | 100.00% |
07.11.2024 | 5.55% | 0.18 CHF | 0.19 CHF | 465'000 | 465'000 | 462'157 | 462'157 | 80'968 CHF | 85'590 CHF | 99.43% | 99.43% |