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 | 4.62% | 0.21 CHF | 0.22 CHF | 360'100 | 360'100 | 352'861 | 352'861 | 74'647 CHF | 78'175 CHF | 100.00% | 100.00% |
19.11.2024 | 4.53% | 0.22 CHF | 0.23 CHF | 352'400 | 352'400 | 352'450 | 352'450 | 76'014 CHF | 79'539 CHF | 100.00% | 100.00% |
18.11.2024 | 4.42% | 0.22 CHF | 0.23 CHF | 349'500 | 349'500 | 346'795 | 346'795 | 76'736 CHF | 80'204 CHF | 100.00% | 100.00% |
15.11.2024 | 4.52% | 0.22 CHF | 0.23 CHF | 370'500 | 370'500 | 369'545 | 369'545 | 79'979 CHF | 83'675 CHF | 100.00% | 100.00% |
14.11.2024 | 5.11% | 0.20 CHF | 0.21 CHF | 400'500 | 400'500 | 406'312 | 406'312 | 77'584 CHF | 81'647 CHF | 100.00% | 100.00% |
13.11.2024 | 5.22% | 0.19 CHF | 0.20 CHF | 408'400 | 408'400 | 406'434 | 406'434 | 75'813 CHF | 79'877 CHF | 100.00% | 100.00% |
12.11.2024 | 5.17% | 0.19 CHF | 0.20 CHF | 402'800 | 402'800 | 400'562 | 400'562 | 75'491 CHF | 79'497 CHF | 100.00% | 100.00% |
11.11.2024 | 5.35% | 0.19 CHF | 0.20 CHF | 419'200 | 419'200 | 418'912 | 418'912 | 76'268 CHF | 80'457 CHF | 100.00% | 100.00% |
08.11.2024 | 5.33% | 0.18 CHF | 0.19 CHF | 435'500 | 435'500 | 434'937 | 434'937 | 79'389 CHF | 83'739 CHF | 100.00% | 100.00% |
07.11.2024 | 5.61% | 0.18 CHF | 0.19 CHF | 445'200 | 445'200 | 443'998 | 443'998 | 76'983 CHF | 81'423 CHF | 100.00% | 100.00% |