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 | 7.08% | 0.13 CHF | 0.14 CHF | 593'500 | 593'500 | 589'794 | 589'794 | 80'444 CHF | 86'342 CHF | 99.44% | 99.44% |
19.11.2024 | 7.32% | 0.13 CHF | 0.14 CHF | 579'200 | 579'200 | 578'953 | 578'953 | 76'327 CHF | 82'117 CHF | 100.00% | 100.00% |
18.11.2024 | 7.38% | 0.14 CHF | 0.14 CHF | 606'000 | 606'000 | 605'984 | 605'984 | 79'093 CHF | 85'153 CHF | 99.88% | 99.88% |
15.11.2024 | 7.64% | 0.13 CHF | 0.14 CHF | 626'700 | 626'700 | 630'472 | 630'472 | 79'350 CHF | 85'655 CHF | 100.00% | 100.00% |
14.11.2024 | 8.22% | 0.13 CHF | 0.14 CHF | 684'200 | 684'200 | 687'868 | 687'868 | 80'273 CHF | 87'151 CHF | 98.57% | 98.57% |
13.11.2024 | 8.78% | 0.11 CHF | 0.12 CHF | 738'300 | 738'300 | 741'605 | 741'605 | 80'832 CHF | 88'248 CHF | 100.00% | 100.00% |
12.11.2024 | 8.76% | 0.10 CHF | 0.11 CHF | 661'000 | 661'000 | 653'038 | 653'038 | 71'338 CHF | 77'868 CHF | 99.88% | 99.88% |
11.11.2024 | 8.03% | 0.12 CHF | 0.13 CHF | 703'700 | 703'700 | 707'634 | 707'634 | 84'567 CHF | 91'643 CHF | 100.00% | 100.00% |
08.11.2024 | 8.80% | 0.11 CHF | 0.12 CHF | 665'400 | 665'400 | 664'824 | 664'824 | 72'285 CHF | 78'933 CHF | 98.30% | 98.30% |
07.11.2024 | 7.98% | 0.12 CHF | 0.13 CHF | 671'900 | 671'900 | 669'253 | 669'253 | 80'531 CHF | 87'224 CHF | 100.00% | 100.00% |