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 | 2.75% | 0.35 CHF | 0.36 CHF | 274'200 | 274'200 | 273'072 | 273'072 | 98'090 CHF | 100'821 CHF | 100.00% | 100.00% |
19.11.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 272'800 | 272'800 | 271'675 | 271'675 | 100'957 CHF | 103'674 CHF | 100.00% | 100.00% |
18.11.2024 | 2.52% | 0.38 CHF | 0.39 CHF | 259'100 | 259'100 | 258'031 | 258'031 | 101'337 CHF | 103'918 CHF | 100.00% | 100.00% |
15.11.2024 | 2.53% | 0.42 CHF | 0.43 CHF | 272'700 | 272'700 | 271'575 | 271'575 | 105'924 CHF | 108'640 CHF | 100.00% | 100.00% |
14.11.2024 | 2.56% | 0.39 CHF | 0.40 CHF | 271'600 | 271'600 | 270'484 | 270'484 | 104'216 CHF | 106'921 CHF | 100.00% | 100.00% |
13.11.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 262'900 | 262'900 | 261'817 | 261'817 | 102'880 CHF | 105'498 CHF | 100.00% | 100.00% |
12.11.2024 | 2.39% | 0.40 CHF | 0.41 CHF | 254'700 | 254'700 | 253'656 | 253'656 | 104'981 CHF | 107'518 CHF | 100.00% | 100.00% |
11.11.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 246'400 | 246'400 | 245'384 | 245'384 | 103'965 CHF | 106'419 CHF | 100.00% | 100.00% |
08.11.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 247'700 | 247'700 | 240'458 | 240'458 | 107'994 CHF | 110'398 CHF | 100.00% | 100.00% |
07.11.2024 | 2.13% | 0.45 CHF | 0.46 CHF | 227'100 | 227'100 | 209'184 | 209'184 | 97'051 CHF | 99'143 CHF | 100.00% | 100.00% |