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 | 1.89% | 0.49 CHF | 0.50 CHF | 415'200 | 415'200 | 415'200 | 415'200 | 217'688 CHF | 221'840 CHF | 99.82% | 99.82% |
19.11.2024 | 2.05% | 0.50 CHF | 0.51 CHF | 364'600 | 364'600 | 364'600 | 364'600 | 176'986 CHF | 180'632 CHF | 100.00% | 100.00% |
18.11.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 365'400 | 365'400 | 365'400 | 365'400 | 222'837 CHF | 226'491 CHF | 100.00% | 100.00% |
15.11.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 381'400 | 381'400 | 381'400 | 381'400 | 227'145 CHF | 230'959 CHF | 100.00% | 100.00% |
14.11.2024 | 1.84% | 0.57 CHF | 0.58 CHF | 428'500 | 428'500 | 428'500 | 428'500 | 231'048 CHF | 235'333 CHF | 100.00% | 100.00% |
13.11.2024 | 1.94% | 0.49 CHF | 0.50 CHF | 421'900 | 421'900 | 421'900 | 421'900 | 215'275 CHF | 219'494 CHF | 100.00% | 100.00% |
12.11.2024 | 1.78% | 0.50 CHF | 0.51 CHF | 358'200 | 358'200 | 358'200 | 358'200 | 200'209 CHF | 203'791 CHF | 100.00% | 100.00% |
11.11.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 395'600 | 395'600 | 395'600 | 395'600 | 234'817 CHF | 238'773 CHF | 100.00% | 100.00% |
08.11.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 369'800 | 369'800 | 369'800 | 369'800 | 202'626 CHF | 206'324 CHF | 100.00% | 100.00% |
07.11.2024 | 1.60% | 0.60 CHF | 0.61 CHF | 369'200 | 369'200 | 369'200 | 369'200 | 228'847 CHF | 232'539 CHF | 99.67% | 99.67% |