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 | 2.26% | 0.22 CHF | 0.22 CHF | 492'100 | 492'100 | 492'100 | 492'100 | 107'555 CHF | 110'015 CHF | 99.45% | 99.45% |
19.11.2024 | 2.24% | 0.23 CHF | 0.23 CHF | 492'100 | 492'100 | 504'825 | 504'825 | 111'485 CHF | 114'009 CHF | 98.78% | 98.78% |
18.11.2024 | 2.32% | 0.23 CHF | 0.23 CHF | 508'600 | 508'600 | 526'237 | 526'237 | 112'047 CHF | 114'678 CHF | 98.78% | 98.78% |
15.11.2024 | 2.42% | 0.20 CHF | 0.21 CHF | 531'800 | 531'800 | 544'480 | 544'480 | 111'001 CHF | 113'724 CHF | 100.00% | 100.00% |
14.11.2024 | 2.55% | 0.20 CHF | 0.20 CHF | 548'500 | 548'500 | 529'173 | 529'173 | 102'363 CHF | 105'009 CHF | 100.00% | 100.00% |
13.11.2024 | 2.44% | 0.20 CHF | 0.21 CHF | 523'600 | 523'600 | 511'982 | 511'982 | 103'480 CHF | 106'040 CHF | 100.00% | 100.00% |
12.11.2024 | 2.39% | 0.20 CHF | 0.21 CHF | 508'400 | 508'400 | 488'132 | 488'132 | 101'038 CHF | 103'479 CHF | 99.82% | 99.82% |
11.11.2024 | 2.16% | 0.22 CHF | 0.22 CHF | 482'700 | 482'700 | 466'329 | 466'329 | 106'978 CHF | 109'310 CHF | 99.74% | 99.74% |
08.11.2024 | 2.11% | 0.23 CHF | 0.23 CHF | 461'100 | 461'100 | 459'873 | 459'873 | 107'866 CHF | 110'166 CHF | 100.00% | 100.00% |
07.11.2024 | 2.09% | 0.25 CHF | 0.25 CHF | 459'500 | 459'500 | 475'299 | 475'299 | 112'459 CHF | 114'836 CHF | 99.96% | 99.96% |