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 | 6.99% | 0.13 CHF | 0.14 CHF | 592'300 | 592'300 | 591'108 | 591'108 | 81'735 CHF | 87'646 CHF | 99.45% | 99.45% |
19.11.2024 | 7.90% | 0.13 CHF | 0.14 CHF | 529'600 | 529'600 | 525'468 | 525'468 | 64'262 CHF | 69'517 CHF | 99.41% | 99.41% |
18.11.2024 | 6.57% | 0.15 CHF | 0.16 CHF | 543'300 | 543'300 | 541'057 | 541'057 | 79'725 CHF | 85'135 CHF | 99.88% | 99.88% |
15.11.2024 | 6.86% | 0.14 CHF | 0.15 CHF | 578'900 | 578'900 | 576'513 | 576'513 | 81'213 CHF | 86'978 CHF | 100.00% | 100.00% |
14.11.2024 | 7.54% | 0.14 CHF | 0.14 CHF | 662'000 | 662'000 | 667'350 | 667'350 | 85'249 CHF | 91'923 CHF | 98.50% | 98.50% |
13.11.2024 | 7.90% | 0.11 CHF | 0.12 CHF | 606'700 | 606'700 | 602'705 | 602'705 | 73'583 CHF | 79'610 CHF | 100.00% | 100.00% |
12.11.2024 | 6.83% | 0.13 CHF | 0.14 CHF | 519'200 | 519'200 | 506'024 | 506'024 | 71'685 CHF | 76'745 CHF | 99.88% | 99.88% |
11.11.2024 | 6.83% | 0.16 CHF | 0.17 CHF | 640'800 | 640'800 | 639'981 | 639'981 | 90'627 CHF | 97'027 CHF | 100.00% | 100.00% |
08.11.2024 | 7.87% | 0.12 CHF | 0.13 CHF | 518'900 | 518'900 | 515'173 | 515'173 | 63'169 CHF | 68'321 CHF | 98.51% | 98.51% |
07.11.2024 | 5.65% | 0.16 CHF | 0.17 CHF | 466'000 | 466'000 | 454'647 | 454'647 | 78'304 CHF | 82'850 CHF | 100.00% | 100.00% |