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 | 4.59% | 0.21 CHF | 0.22 CHF | 340'400 | 340'400 | 338'997 | 338'997 | 72'238 CHF | 75'628 CHF | 100.00% | 100.00% |
19.11.2024 | 4.52% | 0.22 CHF | 0.23 CHF | 338'100 | 338'100 | 336'706 | 336'706 | 72'800 CHF | 76'167 CHF | 99.85% | 99.85% |
18.11.2024 | 4.19% | 0.22 CHF | 0.23 CHF | 314'600 | 314'600 | 311'201 | 311'201 | 72'798 CHF | 75'910 CHF | 100.00% | 100.00% |
15.11.2024 | 3.86% | 0.25 CHF | 0.26 CHF | 280'300 | 280'300 | 279'144 | 279'144 | 71'010 CHF | 73'802 CHF | 100.00% | 100.00% |
14.11.2024 | 3.50% | 0.27 CHF | 0.28 CHF | 250'900 | 250'900 | 248'056 | 248'056 | 69'780 CHF | 72'261 CHF | 99.45% | 99.45% |
13.11.2024 | 3.27% | 0.31 CHF | 0.32 CHF | 242'500 | 242'500 | 241'500 | 241'500 | 72'665 CHF | 75'080 CHF | 100.00% | 100.00% |
12.11.2024 | 3.19% | 0.31 CHF | 0.32 CHF | 236'000 | 236'000 | 235'028 | 235'028 | 72'543 CHF | 74'893 CHF | 99.88% | 99.88% |
11.11.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 242'200 | 242'200 | 241'201 | 241'201 | 77'218 CHF | 79'630 CHF | 100.00% | 100.00% |
08.11.2024 | 3.13% | 0.31 CHF | 0.32 CHF | 239'700 | 239'700 | 238'699 | 238'699 | 75'201 CHF | 77'588 CHF | 98.90% | 98.90% |
07.11.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 248'500 | 248'500 | 247'475 | 247'475 | 79'234 CHF | 81'709 CHF | 100.00% | 100.00% |