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 | 3.90% | 0.24 CHF | 0.25 CHF | 278'100 | 278'100 | 276'956 | 276'956 | 69'655 CHF | 72'424 CHF | 100.00% | 100.00% |
19.11.2024 | 4.34% | 0.23 CHF | 0.24 CHF | 259'700 | 259'700 | 258'727 | 258'727 | 58'488 CHF | 61'075 CHF | 100.00% | 100.00% |
18.11.2024 | 4.09% | 0.25 CHF | 0.26 CHF | 260'800 | 260'800 | 259'724 | 259'724 | 62'237 CHF | 64'834 CHF | 100.00% | 100.00% |
15.11.2024 | 3.51% | 0.26 CHF | 0.27 CHF | 233'400 | 233'400 | 229'441 | 229'441 | 64'272 CHF | 66'566 CHF | 100.00% | 100.00% |
14.11.2024 | 3.46% | 0.29 CHF | 0.30 CHF | 233'300 | 233'300 | 237'003 | 237'003 | 67'432 CHF | 69'802 CHF | 100.00% | 100.00% |
13.11.2024 | 3.51% | 0.27 CHF | 0.28 CHF | 237'300 | 237'300 | 232'887 | 232'887 | 65'168 CHF | 67'497 CHF | 100.00% | 100.00% |
12.11.2024 | 3.25% | 0.27 CHF | 0.28 CHF | 193'600 | 193'600 | 185'588 | 185'588 | 56'234 CHF | 58'090 CHF | 99.85% | 99.85% |
11.11.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 210'500 | 210'500 | 209'630 | 209'630 | 77'740 CHF | 79'836 CHF | 99.68% | 99.68% |
08.11.2024 | 3.11% | 0.29 CHF | 0.30 CHF | 184'100 | 184'100 | 183'358 | 183'358 | 58'132 CHF | 59'966 CHF | 99.19% | 99.19% |
07.11.2024 | 2.87% | 0.36 CHF | 0.37 CHF | 240'700 | 240'700 | 239'907 | 239'907 | 82'878 CHF | 85'278 CHF | 99.39% | 99.39% |