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 | 2.91% | 0.34 CHF | 0.35 CHF | 659'900 | 659'900 | 648'190 | 648'190 | 219'602 CHF | 226'084 CHF | 100.00% | 100.00% |
19.11.2024 | 2.81% | 0.35 CHF | 0.36 CHF | 640'500 | 640'500 | 669'488 | 669'488 | 235'044 CHF | 241'738 CHF | 100.00% | 100.00% |
18.11.2024 | 2.95% | 0.34 CHF | 0.35 CHF | 688'700 | 688'700 | 687'437 | 687'437 | 229'281 CHF | 236'155 CHF | 100.00% | 100.00% |
15.11.2024 | 3.00% | 0.33 CHF | 0.34 CHF | 686'900 | 686'900 | 693'327 | 693'327 | 227'442 CHF | 234'376 CHF | 98.67% | 98.67% |
14.11.2024 | 3.04% | 0.33 CHF | 0.34 CHF | 697'500 | 697'500 | 652'101 | 652'101 | 211'222 CHF | 217'743 CHF | 99.91% | 99.91% |
13.11.2024 | 2.78% | 0.35 CHF | 0.36 CHF | 622'600 | 622'600 | 616'532 | 616'532 | 218'915 CHF | 225'080 CHF | 100.00% | 100.00% |
12.11.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 612'600 | 612'600 | 605'447 | 605'447 | 218'993 CHF | 225'047 CHF | 100.00% | 100.00% |
11.11.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 600'800 | 600'800 | 557'452 | 557'452 | 208'334 CHF | 213'908 CHF | 100.00% | 100.00% |
08.11.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 528'900 | 528'900 | 542'879 | 542'879 | 227'158 CHF | 232'587 CHF | 100.00% | 100.00% |
07.11.2024 | 2.45% | 0.42 CHF | 0.43 CHF | 552'200 | 552'200 | 559'092 | 559'092 | 225'921 CHF | 231'512 CHF | 100.00% | 100.00% |