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 | 4.13% | 0.24 CHF | 0.25 CHF | 302'500 | 302'500 | 132'944 | 132'944 | 32'052 CHF | 33'384 CHF | 99.90% | 99.90% |
19.11.2024 | 3.91% | 0.25 CHF | 0.26 CHF | 299'600 | 299'600 | 130'637 | 130'637 | 33'243 CHF | 34'552 CHF | 100.00% | 100.00% |
18.11.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 285'400 | 285'400 | 127'284 | 127'284 | 33'593 CHF | 34'868 CHF | 99.87% | 99.87% |
15.11.2024 | 3.87% | 0.27 CHF | 0.28 CHF | 276'700 | 276'700 | 123'111 | 123'111 | 32'316 CHF | 33'553 CHF | 100.00% | 100.00% |
14.11.2024 | 3.65% | 0.28 CHF | 0.29 CHF | 283'500 | 283'500 | 127'101 | 127'101 | 35'103 CHF | 36'377 CHF | 100.00% | 100.00% |
13.11.2024 | 3.97% | 0.27 CHF | 0.28 CHF | 289'400 | 289'400 | 127'450 | 127'450 | 32'544 CHF | 33'821 CHF | 99.62% | 99.62% |
12.11.2024 | 4.03% | 0.26 CHF | 0.27 CHF | 348'900 | 348'900 | 153'841 | 153'841 | 38'556 CHF | 40'097 CHF | 100.00% | 100.00% |
11.11.2024 | 4.67% | 0.23 CHF | 0.24 CHF | 353'900 | 353'900 | 150'818 | 150'818 | 32'767 CHF | 34'278 CHF | 99.90% | 99.90% |
08.11.2024 | 5.27% | 0.22 CHF | 0.23 CHF | 444'900 | 444'900 | 191'090 | 191'090 | 38'829 CHF | 40'777 CHF | 99.15% | 99.15% |
07.11.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 363'500 | 363'500 | 161'960 | 161'960 | 29'561 CHF | 31'186 CHF | 100.00% | 100.00% |