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 | 1.87% | 0.50 CHF | 0.51 CHF | 936'300 | 936'300 | 924'623 | 924'623 | 490'746 CHF | 499'992 CHF | 99.42% | 99.42% |
19.11.2024 | 1.80% | 0.57 CHF | 0.58 CHF | 916'800 | 916'800 | 940'030 | 940'030 | 517'088 CHF | 526'489 CHF | 100.00% | 100.00% |
18.11.2024 | 1.84% | 0.55 CHF | 0.56 CHF | 955'500 | 955'500 | 924'868 | 924'868 | 497'258 CHF | 506'506 CHF | 98.75% | 98.75% |
15.11.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 904'600 | 904'600 | 939'696 | 939'696 | 515'615 CHF | 525'012 CHF | 98.67% | 98.67% |
14.11.2024 | 1.90% | 0.56 CHF | 0.57 CHF | 962'200 | 962'200 | 865'809 | 865'809 | 453'023 CHF | 461'682 CHF | 100.00% | 100.00% |
13.11.2024 | 1.61% | 0.56 CHF | 0.57 CHF | 801'700 | 801'700 | 810'644 | 810'644 | 498'796 CHF | 506'903 CHF | 100.00% | 100.00% |
12.11.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 816'700 | 816'700 | 787'126 | 787'126 | 488'585 CHF | 496'456 CHF | 99.78% | 99.78% |
11.11.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 767'600 | 767'600 | 667'424 | 667'424 | 451'236 CHF | 457'910 CHF | 99.72% | 99.72% |
08.11.2024 | 1.18% | 0.79 CHF | 0.80 CHF | 602'100 | 602'100 | 599'770 | 599'770 | 507'312 CHF | 513'310 CHF | 99.15% | 99.15% |
07.11.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 598'300 | 598'300 | 648'595 | 648'595 | 558'654 CHF | 565'140 CHF | 100.00% | 100.00% |