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 | 2.86% | 0.36 CHF | 0.37 CHF | 216'800 | 216'800 | 212'702 | 212'702 | 73'464 CHF | 75'591 CHF | 100.00% | 100.00% |
19.11.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 235'900 | 235'900 | 234'749 | 234'749 | 80'351 CHF | 82'699 CHF | 100.00% | 100.00% |
18.11.2024 | 3.26% | 0.30 CHF | 0.31 CHF | 233'700 | 233'700 | 232'257 | 232'257 | 70'266 CHF | 72'589 CHF | 100.00% | 100.00% |
15.11.2024 | 3.40% | 0.29 CHF | 0.30 CHF | 213'900 | 213'900 | 213'641 | 213'641 | 61'824 CHF | 63'961 CHF | 100.00% | 100.00% |
14.11.2024 | 2.91% | 0.31 CHF | 0.32 CHF | 183'200 | 183'200 | 183'794 | 183'794 | 62'543 CHF | 64'381 CHF | 99.35% | 99.35% |
13.11.2024 | 2.78% | 0.39 CHF | 0.40 CHF | 231'800 | 231'800 | 226'879 | 226'879 | 80'850 CHF | 83'119 CHF | 100.00% | 100.00% |
12.11.2024 | 3.32% | 0.32 CHF | 0.33 CHF | 239'900 | 239'900 | 236'122 | 236'122 | 70'092 CHF | 72'453 CHF | 100.00% | 100.00% |
11.11.2024 | 3.35% | 0.28 CHF | 0.29 CHF | 226'500 | 226'500 | 226'085 | 226'085 | 66'500 CHF | 68'761 CHF | 99.93% | 99.93% |
08.11.2024 | 3.24% | 0.32 CHF | 0.33 CHF | 270'700 | 270'700 | 266'479 | 266'479 | 81'105 CHF | 83'770 CHF | 100.00% | 100.00% |
07.11.2024 | 4.17% | 0.24 CHF | 0.25 CHF | 218'600 | 218'600 | 217'909 | 217'909 | 51'287 CHF | 53'467 CHF | 100.00% | 100.00% |