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 | 3.20% | 0.33 CHF | 0.34 CHF | 162'900 | 162'900 | 89'343 | 89'343 | 28'377 CHF | 29'273 CHF | 99.90% | 99.90% |
19.11.2024 | 3.30% | 0.31 CHF | 0.32 CHF | 177'200 | 177'200 | 97'480 | 97'480 | 29'844 CHF | 30'822 CHF | 98.91% | 98.91% |
18.11.2024 | 3.68% | 0.28 CHF | 0.29 CHF | 194'000 | 194'000 | 106'306 | 106'306 | 29'242 CHF | 30'309 CHF | 99.59% | 99.59% |
15.11.2024 | 3.76% | 0.26 CHF | 0.27 CHF | 186'900 | 186'900 | 102'349 | 102'349 | 27'263 CHF | 28'292 CHF | 99.89% | 99.89% |
14.11.2024 | 4.01% | 0.27 CHF | 0.28 CHF | 188'800 | 188'800 | 105'390 | 105'390 | 26'711 CHF | 27'767 CHF | 98.85% | 98.85% |
13.11.2024 | 3.60% | 0.26 CHF | 0.27 CHF | 181'000 | 181'000 | 99'383 | 99'383 | 27'433 CHF | 28'429 CHF | 100.00% | 100.00% |
12.11.2024 | 3.61% | 0.28 CHF | 0.29 CHF | 168'700 | 168'700 | 86'410 | 86'410 | 24'147 CHF | 25'015 CHF | 100.00% | 100.00% |
11.11.2024 | 2.98% | 0.30 CHF | 0.31 CHF | 139'400 | 139'400 | 75'983 | 75'983 | 25'530 CHF | 26'297 CHF | 99.93% | 99.93% |
08.11.2024 | 5.06% | 0.37 CHF | 0.38 CHF | 137'500 | 137'500 | 51'897 | 51'897 | 19'359 CHF | 19'928 CHF | 100.00% | 100.00% |
07.11.2024 | 2.68% | 0.39 CHF | 0.40 CHF | 127'900 | 127'900 | 61'022 | 61'022 | 23'002 CHF | 23'614 CHF | 98.68% | 98.68% |