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 | 2.29% | 0.50 CHF | 0.51 CHF | 186'800 | 186'800 | 81'774 | 81'774 | 37'045 CHF | 37'865 CHF | 99.57% | 99.57% |
19.11.2024 | 2.16% | 0.42 CHF | 0.43 CHF | 142'700 | 142'700 | 63'475 | 63'475 | 30'419 CHF | 31'065 CHF | 99.19% | 99.19% |
18.11.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 135'900 | 135'900 | 60'506 | 60'506 | 35'183 CHF | 35'798 CHF | 99.90% | 99.90% |
15.11.2024 | 1.78% | 0.62 CHF | 0.63 CHF | 162'100 | 162'100 | 65'771 | 65'771 | 39'544 CHF | 40'204 CHF | 91.62% | 91.62% |
14.11.2024 | 2.72% | 0.36 CHF | 0.37 CHF | 197'800 | 197'800 | 86'932 | 86'932 | 32'154 CHF | 33'034 CHF | 99.72% | 99.72% |
13.11.2024 | 2.15% | 0.40 CHF | 0.41 CHF | 152'200 | 152'200 | 71'364 | 71'364 | 32'247 CHF | 32'962 CHF | 99.93% | 99.93% |
12.11.2024 | 2.20% | 0.47 CHF | 0.48 CHF | 180'800 | 180'800 | 79'316 | 79'316 | 36'572 CHF | 37'367 CHF | 99.89% | 99.89% |
11.11.2024 | 2.91% | 0.45 CHF | 0.46 CHF | 190'800 | 190'800 | 78'483 | 78'483 | 33'700 CHF | 34'555 CHF | 99.90% | 99.90% |
08.11.2024 | 2.58% | 0.36 CHF | 0.37 CHF | 161'700 | 161'700 | 74'589 | 74'589 | 28'521 CHF | 29'269 CHF | 97.38% | 97.38% |
07.11.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 162'700 | 162'700 | 72'424 | 72'424 | 34'005 CHF | 34'731 CHF | 100.00% | 100.00% |