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 | 5.71% | 0.18 CHF | 0.19 CHF | 834'100 | 834'100 | 834'100 | 834'100 | 141'942 CHF | 150'283 CHF | 100.00% | 100.00% |
19.11.2024 | 5.38% | 0.18 CHF | 0.19 CHF | 857'100 | 857'100 | 857'100 | 857'100 | 155'110 CHF | 163'681 CHF | 100.00% | 100.00% |
18.11.2024 | 5.60% | 0.18 CHF | 0.19 CHF | 906'800 | 906'800 | 906'800 | 906'800 | 157'292 CHF | 166'360 CHF | 100.00% | 100.00% |
15.11.2024 | 5.95% | 0.17 CHF | 0.18 CHF | 942'300 | 942'300 | 942'300 | 942'300 | 153'718 CHF | 163'141 CHF | 100.00% | 100.00% |
14.11.2024 | 6.03% | 0.16 CHF | 0.17 CHF | 892'600 | 892'600 | 892'600 | 892'600 | 143'548 CHF | 152'474 CHF | 100.00% | 100.00% |
13.11.2024 | 5.70% | 0.17 CHF | 0.18 CHF | 873'800 | 873'800 | 873'800 | 873'800 | 148'848 CHF | 157'586 CHF | 100.00% | 100.00% |
12.11.2024 | 6.00% | 0.17 CHF | 0.18 CHF | 976'300 | 976'300 | 976'300 | 976'300 | 157'926 CHF | 167'689 CHF | 99.85% | 99.85% |
11.11.2024 | 6.25% | 0.16 CHF | 0.17 CHF | 912'800 | 912'800 | 912'800 | 912'800 | 141'383 CHF | 150'511 CHF | 99.70% | 99.70% |
08.11.2024 | 5.88% | 0.17 CHF | 0.18 CHF | 925'600 | 925'600 | 925'600 | 925'600 | 152'802 CHF | 162'058 CHF | 98.80% | 98.80% |
07.11.2024 | 5.98% | 0.16 CHF | 0.17 CHF | 931'200 | 931'200 | 931'200 | 931'200 | 151'125 CHF | 160'437 CHF | 100.00% | 100.00% |