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 | 2.00% | 0.25 CHF | 0.26 CHF | 584'800 | 584'800 | 599'693 | 599'693 | 148'371 CHF | 151'369 CHF | 100.00% | 100.00% |
19.11.2024 | 2.11% | 0.23 CHF | 0.24 CHF | 609'600 | 609'600 | 569'102 | 569'102 | 133'137 CHF | 135'983 CHF | 100.00% | 100.00% |
18.11.2024 | 1.91% | 0.25 CHF | 0.26 CHF | 542'500 | 542'500 | 543'342 | 543'342 | 140'569 CHF | 143'285 CHF | 100.00% | 100.00% |
15.11.2024 | 2.08% | 0.27 CHF | 0.27 CHF | 544'100 | 544'100 | 536'449 | 536'449 | 142'126 CHF | 145'127 CHF | 98.67% | 98.67% |
14.11.2024 | 2.92% | 0.26 CHF | 0.27 CHF | 531'700 | 531'700 | 582'062 | 582'062 | 155'952 CHF | 160'623 CHF | 99.91% | 99.91% |
13.11.2024 | 2.09% | 0.25 CHF | 0.25 CHF | 615'000 | 615'000 | 623'592 | 623'592 | 147'786 CHF | 150'904 CHF | 100.00% | 100.00% |
12.11.2024 | 2.15% | 0.23 CHF | 0.24 CHF | 629'300 | 629'300 | 639'759 | 639'759 | 147'482 CHF | 150'681 CHF | 100.00% | 100.00% |
11.11.2024 | 2.26% | 0.22 CHF | 0.23 CHF | 646'800 | 646'800 | 714'317 | 714'317 | 156'198 CHF | 159'770 CHF | 100.00% | 100.00% |
08.11.2024 | 2.64% | 0.20 CHF | 0.20 CHF | 759'400 | 759'400 | 729'814 | 729'814 | 136'562 CHF | 140'211 CHF | 100.00% | 100.00% |
07.11.2024 | 2.48% | 0.19 CHF | 0.19 CHF | 710'400 | 710'400 | 697'161 | 697'161 | 138'852 CHF | 142'338 CHF | 100.00% | 100.00% |