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 | 2.48% | 0.41 CHF | 0.42 CHF | 471'400 | 471'400 | 471'400 | 471'400 | 187'967 CHF | 192'681 CHF | 100.00% | 100.00% |
19.11.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 499'600 | 499'600 | 499'600 | 499'600 | 200'368 CHF | 205'364 CHF | 99.87% | 99.87% |
18.11.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 522'400 | 522'400 | 517'307 | 517'307 | 198'089 CHF | 203'262 CHF | 100.00% | 100.00% |
15.11.2024 | 2.69% | 0.37 CHF | 0.38 CHF | 562'200 | 562'200 | 563'330 | 563'330 | 206'570 CHF | 212'203 CHF | 100.00% | 100.00% |
14.11.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 578'400 | 578'400 | 578'400 | 578'400 | 197'414 CHF | 203'198 CHF | 100.00% | 100.00% |
13.11.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 571'800 | 571'800 | 560'889 | 560'889 | 183'613 CHF | 189'222 CHF | 100.00% | 100.00% |
12.11.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 604'500 | 604'500 | 594'809 | 594'809 | 196'297 CHF | 202'246 CHF | 99.89% | 99.89% |
11.11.2024 | 3.09% | 0.32 CHF | 0.33 CHF | 557'400 | 557'400 | 557'400 | 557'400 | 177'868 CHF | 183'442 CHF | 100.00% | 100.00% |
08.11.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 606'900 | 606'900 | 594'333 | 594'333 | 194'527 CHF | 200'470 CHF | 98.92% | 98.92% |
07.11.2024 | 3.11% | 0.31 CHF | 0.32 CHF | 568'400 | 568'400 | 568'400 | 568'400 | 179'952 CHF | 185'636 CHF | 100.00% | 100.00% |