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 | 4.04% | 0.22 CHF | 0.23 CHF | 494'700 | 494'700 | 268'747 | 268'829 | 65'103 CHF | 67'818 CHF | 99.77% | 99.77% |
19.11.2024 | 4.56% | 0.24 CHF | 0.25 CHF | 547'800 | 547'800 | 302'071 | 302'220 | 67'078 CHF | 70'138 CHF | 100.00% | 100.00% |
18.11.2024 | 4.74% | 0.22 CHF | 0.23 CHF | 609'200 | 609'200 | 337'231 | 337'231 | 71'157 CHF | 74'536 CHF | 99.90% | 99.90% |
15.11.2024 | 4.45% | 0.20 CHF | 0.21 CHF | 531'900 | 531'900 | 288'547 | 288'547 | 63'776 CHF | 66'667 CHF | 100.00% | 100.00% |
14.11.2024 | 3.83% | 0.24 CHF | 0.25 CHF | 458'300 | 458'300 | 238'752 | 238'752 | 64'166 CHF | 66'643 CHF | 100.00% | 100.00% |
13.11.2024 | 3.31% | 0.28 CHF | 0.29 CHF | 401'200 | 401'200 | 217'551 | 217'551 | 65'207 CHF | 67'387 CHF | 100.00% | 100.00% |
12.11.2024 | 3.40% | 0.29 CHF | 0.30 CHF | 421'400 | 421'400 | 229'022 | 229'052 | 67'729 CHF | 70'032 CHF | 99.90% | 99.90% |
11.11.2024 | 3.57% | 0.29 CHF | 0.30 CHF | 454'300 | 454'300 | 249'330 | 249'330 | 70'651 CHF | 73'149 CHF | 99.90% | 99.90% |
08.11.2024 | 3.44% | 0.28 CHF | 0.29 CHF | 411'000 | 411'000 | 226'292 | 226'292 | 65'674 CHF | 67'946 CHF | 99.19% | 99.19% |
07.11.2024 | 3.68% | 0.29 CHF | 0.30 CHF | 472'900 | 472'900 | 263'464 | 263'464 | 72'169 CHF | 74'809 CHF | 100.00% | 100.00% |