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 | 5.06% | 0.21 CHF | 0.22 CHF | 267'400 | 267'400 | 260'082 | 260'082 | 50'152 CHF | 52'753 CHF | 100.00% | 100.00% |
19.11.2024 | 4.76% | 0.20 CHF | 0.21 CHF | 267'300 | 267'300 | 272'524 | 272'524 | 55'928 CHF | 58'653 CHF | 100.00% | 100.00% |
18.11.2024 | 5.32% | 0.19 CHF | 0.20 CHF | 292'600 | 292'600 | 290'444 | 290'444 | 53'183 CHF | 56'088 CHF | 100.00% | 100.00% |
15.11.2024 | 5.44% | 0.18 CHF | 0.19 CHF | 245'600 | 245'600 | 246'110 | 246'110 | 44'084 CHF | 46'545 CHF | 100.00% | 100.00% |
14.11.2024 | 4.77% | 0.20 CHF | 0.21 CHF | 236'100 | 236'100 | 238'375 | 238'375 | 48'840 CHF | 51'224 CHF | 100.00% | 100.00% |
13.11.2024 | 4.84% | 0.21 CHF | 0.22 CHF | 268'800 | 268'800 | 261'871 | 261'871 | 52'811 CHF | 55'429 CHF | 100.00% | 100.00% |
12.11.2024 | 5.17% | 0.20 CHF | 0.21 CHF | 278'200 | 278'200 | 277'051 | 277'051 | 52'271 CHF | 55'042 CHF | 99.86% | 99.86% |
11.11.2024 | 5.18% | 0.18 CHF | 0.19 CHF | 257'600 | 257'600 | 264'041 | 264'041 | 49'615 CHF | 52'255 CHF | 99.67% | 99.67% |
08.11.2024 | 5.17% | 0.19 CHF | 0.20 CHF | 251'600 | 251'600 | 249'431 | 249'431 | 47'012 CHF | 49'506 CHF | 99.17% | 99.17% |
07.11.2024 | 4.96% | 0.20 CHF | 0.21 CHF | 258'200 | 258'200 | 257'135 | 257'135 | 50'563 CHF | 53'134 CHF | 100.00% | 100.00% |