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 | 3.76% | 0.25 CHF | 0.26 CHF | 423'000 | 423'000 | 421'256 | 421'256 | 110'146 CHF | 114'358 CHF | 100.00% | 100.00% |
19.11.2024 | 3.80% | 0.27 CHF | 0.28 CHF | 385'600 | 385'600 | 383'978 | 383'978 | 99'366 CHF | 103'206 CHF | 99.90% | 99.90% |
18.11.2024 | 3.43% | 0.31 CHF | 0.32 CHF | 406'700 | 406'700 | 405'024 | 405'024 | 116'132 CHF | 120'182 CHF | 100.00% | 100.00% |
15.11.2024 | 3.45% | 0.28 CHF | 0.29 CHF | 421'000 | 421'000 | 419'264 | 419'264 | 119'360 CHF | 123'553 CHF | 100.00% | 100.00% |
14.11.2024 | 3.97% | 0.27 CHF | 0.28 CHF | 481'100 | 481'100 | 479'113 | 479'113 | 118'721 CHF | 123'512 CHF | 100.00% | 100.00% |
13.11.2024 | 4.22% | 0.22 CHF | 0.23 CHF | 436'700 | 436'700 | 435'790 | 435'790 | 101'328 CHF | 105'686 CHF | 100.00% | 100.00% |
12.11.2024 | 3.39% | 0.26 CHF | 0.27 CHF | 371'400 | 371'400 | 369'870 | 369'870 | 107'588 CHF | 111'287 CHF | 99.92% | 99.92% |
11.11.2024 | 3.13% | 0.32 CHF | 0.33 CHF | 365'000 | 365'000 | 366'875 | 366'875 | 115'569 CHF | 119'238 CHF | 100.00% | 100.00% |
08.11.2024 | 3.26% | 0.30 CHF | 0.31 CHF | 390'300 | 390'300 | 385'330 | 385'330 | 116'384 CHF | 120'238 CHF | 98.94% | 98.94% |
07.11.2024 | 3.33% | 0.31 CHF | 0.32 CHF | 435'200 | 435'200 | 446'320 | 446'320 | 131'877 CHF | 136'340 CHF | 100.00% | 100.00% |