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 | 3.38% | 0.30 CHF | 0.31 CHF | 457'300 | 457'300 | 448'710 | 448'710 | 130'542 CHF | 135'029 CHF | 100.00% | 100.00% |
19.11.2024 | 3.41% | 0.29 CHF | 0.30 CHF | 476'600 | 476'600 | 474'279 | 474'279 | 136'890 CHF | 141'633 CHF | 100.00% | 100.00% |
18.11.2024 | 3.61% | 0.27 CHF | 0.28 CHF | 470'900 | 470'900 | 467'999 | 467'999 | 127'502 CHF | 132'182 CHF | 100.00% | 100.00% |
15.11.2024 | 3.69% | 0.27 CHF | 0.28 CHF | 445'500 | 445'500 | 444'948 | 444'948 | 118'269 CHF | 122'719 CHF | 100.00% | 100.00% |
14.11.2024 | 3.42% | 0.28 CHF | 0.29 CHF | 413'000 | 413'000 | 414'324 | 414'324 | 119'096 CHF | 123'239 CHF | 99.35% | 99.35% |
13.11.2024 | 3.35% | 0.31 CHF | 0.32 CHF | 479'700 | 479'700 | 469'487 | 469'487 | 138'126 CHF | 142'821 CHF | 100.00% | 100.00% |
12.11.2024 | 3.68% | 0.28 CHF | 0.29 CHF | 482'500 | 482'500 | 475'005 | 475'005 | 126'633 CHF | 131'383 CHF | 100.00% | 100.00% |
11.11.2024 | 3.69% | 0.26 CHF | 0.27 CHF | 464'200 | 464'200 | 463'355 | 463'355 | 123'381 CHF | 128'014 CHF | 99.93% | 99.93% |
08.11.2024 | 3.63% | 0.28 CHF | 0.29 CHF | 517'700 | 517'700 | 509'706 | 509'706 | 137'810 CHF | 142'907 CHF | 100.00% | 100.00% |
07.11.2024 | 4.09% | 0.24 CHF | 0.25 CHF | 451'700 | 451'700 | 450'267 | 450'267 | 107'761 CHF | 112'264 CHF | 100.00% | 100.00% |