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 | 7.98% | 0.13 CHF | 0.14 CHF | 585'500 | 585'500 | 583'245 | 583'245 | 70'209 CHF | 76'041 CHF | 99.44% | 99.44% |
19.11.2024 | 7.64% | 0.13 CHF | 0.14 CHF | 609'500 | 609'500 | 609'488 | 609'488 | 76'732 CHF | 82'827 CHF | 100.00% | 100.00% |
18.11.2024 | 7.67% | 0.13 CHF | 0.14 CHF | 584'800 | 584'800 | 585'995 | 585'995 | 73'474 CHF | 79'334 CHF | 99.88% | 99.88% |
15.11.2024 | 7.29% | 0.13 CHF | 0.14 CHF | 598'100 | 598'100 | 603'244 | 603'244 | 79'729 CHF | 85'761 CHF | 100.00% | 100.00% |
14.11.2024 | 7.35% | 0.13 CHF | 0.14 CHF | 608'700 | 608'700 | 617'680 | 617'680 | 80'960 CHF | 87'137 CHF | 98.55% | 98.55% |
13.11.2024 | 7.70% | 0.13 CHF | 0.14 CHF | 563'200 | 563'200 | 563'612 | 563'612 | 70'404 CHF | 76'040 CHF | 100.00% | 100.00% |
12.11.2024 | 7.51% | 0.13 CHF | 0.14 CHF | 628'400 | 628'400 | 623'535 | 623'535 | 79'967 CHF | 86'202 CHF | 99.88% | 99.88% |
11.11.2024 | 7.97% | 0.12 CHF | 0.13 CHF | 615'100 | 615'100 | 614'388 | 614'388 | 74'012 CHF | 80'156 CHF | 100.00% | 100.00% |
08.11.2024 | 7.84% | 0.12 CHF | 0.13 CHF | 627'700 | 627'700 | 627'596 | 627'596 | 76'949 CHF | 83'225 CHF | 98.30% | 98.30% |
07.11.2024 | 8.11% | 0.12 CHF | 0.13 CHF | 626'600 | 626'600 | 625'150 | 625'150 | 73'960 CHF | 80'211 CHF | 100.00% | 100.00% |