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 | 1.14% | 0.80 CHF | 0.81 CHF | 150'800 | 150'800 | 64'540 | 64'540 | 58'037 CHF | 58'687 CHF | 99.34% | 99.34% |
19.11.2024 | 1.30% | 0.84 CHF | 0.85 CHF | 147'900 | 147'900 | 64'281 | 64'281 | 54'255 CHF | 54'914 CHF | 99.89% | 99.89% |
18.11.2024 | 1.44% | 0.80 CHF | 0.81 CHF | 177'300 | 177'300 | 78'314 | 78'314 | 54'677 CHF | 55'463 CHF | 99.76% | 99.76% |
15.11.2024 | 1.84% | 0.60 CHF | 0.61 CHF | 242'900 | 242'900 | 110'116 | 110'116 | 60'838 CHF | 61'941 CHF | 99.90% | 99.90% |
14.11.2024 | 1.62% | 0.51 CHF | 0.52 CHF | 233'200 | 233'200 | 101'360 | 101'360 | 60'563 CHF | 61'579 CHF | 98.52% | 98.52% |
13.11.2024 | 1.92% | 0.98 CHF | 0.99 CHF | 132'200 | 132'200 | 59'363 | 59'363 | 56'964 CHF | 57'864 CHF | 99.94% | 99.94% |
12.11.2024 | 1.77% | 0.83 CHF | 0.84 CHF | 130'800 | 130'800 | 56'519 | 56'519 | 56'587 CHF | 57'438 CHF | 97.80% | 97.80% |
11.11.2024 | 1.09% | 1.01 CHF | 1.02 CHF | 187'900 | 187'900 | 86'022 | 86'022 | 81'469 CHF | 82'331 CHF | 99.86% | 99.86% |
08.11.2024 | 2.04% | 0.57 CHF | 0.58 CHF | 258'800 | 258'800 | 119'542 | 119'542 | 62'506 CHF | 63'704 CHF | 99.05% | 99.05% |
07.11.2024 | 2.54% | 0.47 CHF | 0.48 CHF | 275'100 | 275'100 | 127'365 | 127'365 | 53'372 CHF | 54'654 CHF | 99.96% | 99.96% |