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 | 2.30% | 0.42 CHF | 0.43 CHF | 359'400 | 359'400 | 358'679 | 358'679 | 154'266 CHF | 157'853 CHF | 99.44% | 99.44% |
19.11.2024 | 2.44% | 0.41 CHF | 0.42 CHF | 348'300 | 348'300 | 345'582 | 345'582 | 140'302 CHF | 143'757 CHF | 99.41% | 99.41% |
18.11.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 347'300 | 347'300 | 345'866 | 345'866 | 153'289 CHF | 156'747 CHF | 99.88% | 99.88% |
15.11.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 357'000 | 357'000 | 355'528 | 355'528 | 153'955 CHF | 157'511 CHF | 100.00% | 100.00% |
14.11.2024 | 2.40% | 0.43 CHF | 0.44 CHF | 379'000 | 379'000 | 382'041 | 382'041 | 157'379 CHF | 161'200 CHF | 98.56% | 98.56% |
13.11.2024 | 2.46% | 0.38 CHF | 0.39 CHF | 370'800 | 370'800 | 368'367 | 368'367 | 148'178 CHF | 151'862 CHF | 100.00% | 100.00% |
12.11.2024 | 2.31% | 0.40 CHF | 0.41 CHF | 347'900 | 347'900 | 339'020 | 339'020 | 145'318 CHF | 148'709 CHF | 99.88% | 99.88% |
11.11.2024 | 2.31% | 0.45 CHF | 0.46 CHF | 377'900 | 377'900 | 377'424 | 377'424 | 161'278 CHF | 165'052 CHF | 100.00% | 100.00% |
08.11.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 352'500 | 352'500 | 349'963 | 349'963 | 138'885 CHF | 142'385 CHF | 98.51% | 98.51% |
07.11.2024 | 2.13% | 0.45 CHF | 0.46 CHF | 332'200 | 332'200 | 324'136 | 324'136 | 150'390 CHF | 153'631 CHF | 100.00% | 100.00% |