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 | 4.92% | 0.20 CHF | 0.21 CHF | 370'800 | 370'800 | 370'180 | 370'180 | 73'359 CHF | 77'061 CHF | 100.00% | 100.00% |
19.11.2024 | 4.74% | 0.21 CHF | 0.22 CHF | 341'800 | 341'800 | 341'761 | 341'761 | 70'418 CHF | 73'835 CHF | 100.00% | 100.00% |
18.11.2024 | 4.19% | 0.23 CHF | 0.24 CHF | 332'400 | 332'400 | 329'876 | 329'876 | 77'046 CHF | 80'345 CHF | 100.00% | 100.00% |
15.11.2024 | 4.34% | 0.23 CHF | 0.24 CHF | 352'200 | 352'200 | 354'165 | 354'165 | 79'960 CHF | 83'502 CHF | 100.00% | 100.00% |
14.11.2024 | 4.76% | 0.22 CHF | 0.23 CHF | 384'400 | 384'400 | 389'343 | 389'343 | 79'944 CHF | 83'837 CHF | 100.00% | 100.00% |
13.11.2024 | 5.15% | 0.20 CHF | 0.21 CHF | 401'200 | 401'200 | 403'891 | 403'891 | 76'386 CHF | 80'425 CHF | 100.00% | 100.00% |
12.11.2024 | 5.19% | 0.18 CHF | 0.19 CHF | 369'300 | 369'300 | 366'651 | 366'651 | 68'844 CHF | 72'510 CHF | 99.85% | 99.85% |
11.11.2024 | 4.57% | 0.22 CHF | 0.23 CHF | 365'000 | 365'000 | 365'044 | 365'044 | 78'065 CHF | 81'715 CHF | 99.68% | 99.68% |
08.11.2024 | 5.80% | 0.21 CHF | 0.22 CHF | 276'000 | 276'000 | 221'905 | 221'905 | 49'915 CHF | 52'626 CHF | 98.78% | 98.78% |
07.11.2024 | 3.23% | 0.31 CHF | 0.32 CHF | 259'000 | 259'000 | 260'774 | 260'774 | 79'595 CHF | 82'203 CHF | 100.00% | 100.00% |