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 | 2.49% | 0.38 CHF | 0.39 CHF | 484'400 | 484'400 | 489'165 | 489'165 | 194'281 CHF | 199'173 CHF | 100.00% | 100.00% |
19.11.2024 | 2.52% | 0.40 CHF | 0.41 CHF | 492'300 | 492'300 | 477'496 | 477'496 | 187'022 CHF | 191'797 CHF | 100.00% | 100.00% |
18.11.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 467'800 | 467'800 | 457'363 | 457'363 | 188'199 CHF | 192'772 CHF | 100.00% | 100.00% |
15.11.2024 | 2.33% | 0.41 CHF | 0.42 CHF | 450'700 | 450'700 | 458'875 | 458'875 | 195'014 CHF | 199'603 CHF | 100.00% | 100.00% |
14.11.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 464'300 | 464'300 | 462'494 | 462'494 | 192'757 CHF | 197'382 CHF | 99.91% | 99.91% |
13.11.2024 | 2.36% | 0.40 CHF | 0.41 CHF | 461'400 | 461'400 | 469'973 | 469'973 | 196'754 CHF | 201'454 CHF | 100.00% | 100.00% |
12.11.2024 | 2.39% | 0.41 CHF | 0.42 CHF | 475'700 | 475'700 | 468'950 | 468'950 | 194'100 CHF | 198'789 CHF | 100.00% | 100.00% |
11.11.2024 | 2.34% | 0.42 CHF | 0.43 CHF | 464'500 | 464'500 | 456'357 | 456'357 | 192'816 CHF | 197'379 CHF | 100.00% | 100.00% |
08.11.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 451'100 | 451'100 | 436'931 | 436'931 | 189'470 CHF | 193'840 CHF | 100.00% | 100.00% |
07.11.2024 | 2.15% | 0.45 CHF | 0.46 CHF | 427'600 | 427'600 | 448'391 | 448'391 | 206'229 CHF | 210'713 CHF | 100.00% | 100.00% |