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 | 2.20% | 0.46 CHF | 0.47 CHF | 179'200 | 179'200 | 179'123 | 179'123 | 80'689 CHF | 82'480 CHF | 100.00% | 100.00% |
19.11.2024 | 2.10% | 0.44 CHF | 0.45 CHF | 151'100 | 151'100 | 148'149 | 148'149 | 70'138 CHF | 71'619 CHF | 92.70% | 97.63% |
18.11.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 145'800 | 145'800 | 146'539 | 146'539 | 78'222 CHF | 79'688 CHF | 100.00% | 100.00% |
15.11.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 141'600 | 141'600 | 141'678 | 141'678 | 76'582 CHF | 77'999 CHF | 100.00% | 100.00% |
14.11.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 141'500 | 141'500 | 141'918 | 141'918 | 79'196 CHF | 80'615 CHF | 100.00% | 100.00% |
13.11.2024 | 1.84% | 0.55 CHF | 0.56 CHF | 139'400 | 139'400 | 139'741 | 139'741 | 75'137 CHF | 76'534 CHF | 100.00% | 100.00% |
12.11.2024 | 1.65% | 0.58 CHF | 0.59 CHF | 128'300 | 128'300 | 128'187 | 128'187 | 76'990 CHF | 78'272 CHF | 100.00% | 100.00% |
11.11.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 129'900 | 129'900 | 128'840 | 128'840 | 82'082 CHF | 83'370 CHF | 100.00% | 100.00% |
08.11.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 133'500 | 133'500 | 134'770 | 134'770 | 81'034 CHF | 82'381 CHF | 100.00% | 100.00% |
07.11.2024 | 1.62% | 0.59 CHF | 0.60 CHF | 132'000 | 132'000 | 131'034 | 131'034 | 80'361 CHF | 81'671 CHF | 100.00% | 100.00% |