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 | 1.83% | 0.50 CHF | 0.51 CHF | 278'100 | 278'100 | 278'100 | 278'100 | 151'370 CHF | 154'151 CHF | 99.89% | 99.89% |
19.11.2024 | 2.08% | 0.50 CHF | 0.51 CHF | 224'900 | 224'900 | 224'900 | 224'900 | 108'221 CHF | 110'470 CHF | 100.00% | 100.00% |
18.11.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 225'700 | 225'700 | 225'700 | 225'700 | 155'333 CHF | 157'590 CHF | 100.00% | 100.00% |
15.11.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 241'200 | 241'200 | 241'200 | 241'200 | 160'329 CHF | 162'741 CHF | 100.00% | 100.00% |
14.11.2024 | 1.73% | 0.63 CHF | 0.64 CHF | 288'000 | 288'000 | 288'000 | 288'000 | 165'509 CHF | 168'389 CHF | 100.00% | 100.00% |
13.11.2024 | 1.87% | 0.49 CHF | 0.50 CHF | 281'000 | 281'000 | 281'000 | 281'000 | 149'223 CHF | 152'033 CHF | 100.00% | 100.00% |
12.11.2024 | 1.61% | 0.52 CHF | 0.53 CHF | 214'400 | 214'400 | 214'400 | 214'400 | 132'201 CHF | 134'345 CHF | 100.00% | 100.00% |
11.11.2024 | 1.47% | 0.70 CHF | 0.71 CHF | 249'600 | 249'600 | 249'600 | 249'600 | 169'007 CHF | 171'503 CHF | 100.00% | 100.00% |
08.11.2024 | 1.65% | 0.58 CHF | 0.59 CHF | 224'000 | 224'000 | 224'000 | 224'000 | 134'827 CHF | 137'067 CHF | 100.00% | 100.00% |
07.11.2024 | 1.37% | 0.69 CHF | 0.70 CHF | 223'400 | 223'400 | 223'400 | 223'400 | 161'581 CHF | 163'815 CHF | 99.67% | 99.67% |