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 | 3.53% | 0.29 CHF | 0.30 CHF | 267'900 | 267'900 | 117'722 | 117'722 | 33'583 CHF | 34'762 CHF | 99.90% | 99.90% |
19.11.2024 | 3.74% | 0.27 CHF | 0.28 CHF | 280'400 | 280'400 | 122'259 | 122'259 | 32'845 CHF | 34'069 CHF | 100.00% | 100.00% |
18.11.2024 | 3.85% | 0.26 CHF | 0.27 CHF | 288'300 | 288'300 | 128'545 | 128'545 | 33'523 CHF | 34'811 CHF | 99.87% | 99.87% |
15.11.2024 | 3.75% | 0.26 CHF | 0.27 CHF | 293'500 | 293'500 | 130'580 | 130'580 | 34'591 CHF | 35'903 CHF | 100.00% | 100.00% |
14.11.2024 | 3.99% | 0.25 CHF | 0.26 CHF | 289'100 | 289'100 | 129'633 | 129'633 | 32'456 CHF | 33'755 CHF | 100.00% | 100.00% |
13.11.2024 | 3.70% | 0.26 CHF | 0.27 CHF | 285'500 | 285'500 | 125'706 | 125'706 | 33'631 CHF | 34'890 CHF | 99.62% | 99.62% |
12.11.2024 | 3.58% | 0.26 CHF | 0.27 CHF | 250'200 | 250'200 | 110'307 | 110'307 | 30'603 CHF | 31'708 CHF | 100.00% | 100.00% |
11.11.2024 | 3.07% | 0.30 CHF | 0.31 CHF | 238'000 | 238'000 | 101'439 | 101'439 | 32'638 CHF | 33'654 CHF | 99.90% | 99.90% |
08.11.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 201'200 | 201'200 | 86'482 | 86'482 | 30'184 CHF | 31'066 CHF | 99.15% | 99.15% |
07.11.2024 | 2.56% | 0.40 CHF | 0.41 CHF | 206'800 | 206'800 | 92'126 | 92'126 | 36'652 CHF | 37'577 CHF | 100.00% | 100.00% |