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 | 1.98% | 0.50 CHF | 0.51 CHF | 267'100 | 267'100 | 267'871 | 267'871 | 133'718 CHF | 136'396 CHF | 100.00% | 100.00% |
19.11.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 279'000 | 279'000 | 281'684 | 281'684 | 132'077 CHF | 134'893 CHF | 99.90% | 99.90% |
18.11.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 274'100 | 274'100 | 273'825 | 273'825 | 128'642 CHF | 131'380 CHF | 100.00% | 100.00% |
15.11.2024 | 1.74% | 0.48 CHF | 0.49 CHF | 197'600 | 197'600 | 191'777 | 191'777 | 109'816 CHF | 111'734 CHF | 100.00% | 100.00% |
14.11.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 184'100 | 184'100 | 183'715 | 183'715 | 129'928 CHF | 131'765 CHF | 100.00% | 100.00% |
13.11.2024 | 1.45% | 0.71 CHF | 0.72 CHF | 183'300 | 183'300 | 184'239 | 184'239 | 126'611 CHF | 128'453 CHF | 100.00% | 100.00% |
12.11.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 186'600 | 186'600 | 187'586 | 187'586 | 134'910 CHF | 136'786 CHF | 99.92% | 99.92% |
11.11.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 192'700 | 192'700 | 192'871 | 192'871 | 135'454 CHF | 137'383 CHF | 100.00% | 100.00% |
08.11.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 196'300 | 196'300 | 197'138 | 197'138 | 130'248 CHF | 132'220 CHF | 98.95% | 98.95% |
07.11.2024 | 1.54% | 0.67 CHF | 0.68 CHF | 207'700 | 207'700 | 209'760 | 209'760 | 135'160 CHF | 137'257 CHF | 100.00% | 100.00% |