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 | 1.50% | 0.67 CHF | 0.68 CHF | 190'200 | 190'200 | 84'809 | 84'809 | 56'862 CHF | 57'711 CHF | 99.90% | 99.90% |
19.11.2024 | 1.77% | 0.62 CHF | 0.63 CHF | 246'900 | 246'900 | 104'493 | 104'493 | 61'345 CHF | 62'393 CHF | 99.84% | 99.84% |
18.11.2024 | 1.43% | 0.63 CHF | 0.64 CHF | 164'200 | 164'200 | 73'103 | 73'103 | 50'943 CHF | 51'675 CHF | 98.23% | 98.23% |
15.11.2024 | 1.50% | 0.78 CHF | 0.79 CHF | 229'300 | 229'300 | 95'522 | 95'522 | 67'570 CHF | 68'526 CHF | 99.40% | 99.40% |
14.11.2024 | 2.03% | 0.51 CHF | 0.52 CHF | 258'100 | 258'100 | 118'985 | 118'985 | 61'593 CHF | 62'785 CHF | 100.00% | 100.00% |
13.11.2024 | 2.25% | 0.47 CHF | 0.48 CHF | 298'900 | 298'900 | 133'772 | 133'772 | 61'631 CHF | 62'971 CHF | 100.00% | 100.00% |
12.11.2024 | 2.18% | 0.47 CHF | 0.48 CHF | 274'400 | 274'400 | 122'577 | 122'577 | 56'194 CHF | 57'422 CHF | 99.86% | 99.86% |
11.11.2024 | 2.82% | 0.43 CHF | 0.44 CHF | 405'800 | 405'800 | 172'817 | 172'817 | 64'898 CHF | 66'629 CHF | 99.90% | 99.90% |
08.11.2024 | 3.74% | 0.32 CHF | 0.33 CHF | 512'800 | 512'800 | 218'445 | 218'445 | 60'739 CHF | 62'927 CHF | 98.88% | 98.88% |
07.11.2024 | 6.30% | 0.23 CHF | 0.24 CHF | 541'800 | 541'800 | 258'518 | 258'518 | 52'358 CHF | 54'984 CHF | 55.44% | 97.44% |