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 | 1.54% | 0.61 CHF | 0.62 CHF | 334'100 | 334'100 | 334'100 | 334'100 | 214'864 CHF | 218'205 CHF | 100.00% | 100.00% |
19.11.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 330'300 | 330'300 | 330'300 | 330'300 | 198'763 CHF | 202'066 CHF | 100.00% | 100.00% |
18.11.2024 | 1.55% | 0.66 CHF | 0.67 CHF | 341'900 | 341'900 | 341'900 | 341'900 | 219'589 CHF | 223'008 CHF | 98.93% | 98.93% |
15.11.2024 | 1.48% | 0.62 CHF | 0.63 CHF | 315'300 | 315'300 | 315'300 | 315'300 | 211'903 CHF | 215'056 CHF | 100.00% | 100.00% |
14.11.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 321'400 | 321'400 | 321'400 | 321'400 | 234'222 CHF | 237'436 CHF | 100.00% | 100.00% |
13.11.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 310'400 | 310'400 | 310'400 | 310'400 | 223'114 CHF | 226'218 CHF | 99.87% | 99.87% |
12.11.2024 | 1.20% | 0.79 CHF | 0.80 CHF | 273'700 | 273'700 | 273'700 | 273'700 | 226'711 CHF | 229'448 CHF | 100.00% | 100.00% |
11.11.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 266'000 | 266'000 | 266'000 | 266'000 | 232'111 CHF | 234'771 CHF | 100.00% | 100.00% |
08.11.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 267'400 | 267'400 | 267'400 | 267'400 | 209'027 CHF | 211'701 CHF | 100.00% | 100.00% |
07.11.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 273'000 | 273'000 | 273'000 | 273'000 | 222'530 CHF | 225'260 CHF | 99.67% | 99.67% |