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 | 3.44% | 0.27 CHF | 0.28 CHF | 212'500 | 212'500 | 212'652 | 212'652 | 56'748 CHF | 58'738 CHF | 99.44% | 99.44% |
19.11.2024 | 3.18% | 0.26 CHF | 0.26 CHF | 212'700 | 212'700 | 196'113 | 196'113 | 51'159 CHF | 52'804 CHF | 98.77% | 98.77% |
18.11.2024 | 3.45% | 0.26 CHF | 0.27 CHF | 191'200 | 191'200 | 171'207 | 171'207 | 48'685 CHF | 50'395 CHF | 98.77% | 98.77% |
15.11.2024 | 3.14% | 0.32 CHF | 0.33 CHF | 164'900 | 164'900 | 153'056 | 153'056 | 47'955 CHF | 49'485 CHF | 100.00% | 100.00% |
14.11.2024 | 2.78% | 0.35 CHF | 0.36 CHF | 149'300 | 149'300 | 165'057 | 165'057 | 58'648 CHF | 60'298 CHF | 100.00% | 100.00% |
13.11.2024 | 3.07% | 0.34 CHF | 0.35 CHF | 169'600 | 169'600 | 180'835 | 180'835 | 58'019 CHF | 59'827 CHF | 100.00% | 100.00% |
12.11.2024 | 3.25% | 0.33 CHF | 0.34 CHF | 184'300 | 184'300 | 206'306 | 206'306 | 62'426 CHF | 64'489 CHF | 99.81% | 99.81% |
11.11.2024 | 2.34% | 0.28 CHF | 0.29 CHF | 212'200 | 212'200 | 233'573 | 233'573 | 59'455 CHF | 60'858 CHF | 99.73% | 99.73% |
08.11.2024 | 2.06% | 0.26 CHF | 0.27 CHF | 240'400 | 240'400 | 242'241 | 242'241 | 58'214 CHF | 59'425 CHF | 100.00% | 100.00% |
07.11.2024 | 2.07% | 0.22 CHF | 0.23 CHF | 242'800 | 242'800 | 217'689 | 217'689 | 52'135 CHF | 53'224 CHF | 99.96% | 99.96% |