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 | 4.80% | 0.20 CHF | 0.21 CHF | 925'000 | 925'000 | 921'185 | 921'185 | 187'469 CHF | 196'681 CHF | 100.00% | 100.00% |
19.11.2024 | 4.82% | 0.21 CHF | 0.22 CHF | 890'000 | 890'000 | 886'256 | 886'256 | 179'438 CHF | 188'301 CHF | 99.86% | 99.86% |
18.11.2024 | 4.58% | 0.22 CHF | 0.23 CHF | 910'800 | 910'800 | 907'051 | 907'051 | 193'506 CHF | 202'577 CHF | 100.00% | 100.00% |
15.11.2024 | 4.59% | 0.21 CHF | 0.22 CHF | 924'500 | 924'500 | 920'688 | 920'688 | 195'932 CHF | 205'139 CHF | 100.00% | 100.00% |
14.11.2024 | 4.93% | 0.21 CHF | 0.22 CHF | 981'000 | 981'000 | 976'949 | 976'949 | 193'303 CHF | 203'073 CHF | 100.00% | 100.00% |
13.11.2024 | 5.10% | 0.19 CHF | 0.20 CHF | 942'200 | 942'200 | 940'248 | 940'248 | 179'854 CHF | 189'257 CHF | 100.00% | 100.00% |
12.11.2024 | 4.60% | 0.20 CHF | 0.21 CHF | 881'800 | 881'800 | 878'166 | 878'166 | 186'777 CHF | 195'559 CHF | 99.89% | 99.89% |
11.11.2024 | 4.41% | 0.22 CHF | 0.23 CHF | 853'300 | 853'300 | 857'730 | 857'730 | 190'039 CHF | 198'616 CHF | 100.00% | 100.00% |
08.11.2024 | 4.51% | 0.22 CHF | 0.23 CHF | 900'900 | 900'900 | 889'454 | 889'454 | 192'858 CHF | 201'753 CHF | 98.91% | 98.91% |
07.11.2024 | 4.55% | 0.22 CHF | 0.23 CHF | 922'900 | 922'900 | 946'509 | 946'509 | 203'306 CHF | 212'771 CHF | 100.00% | 100.00% |