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 | 0.46% | 2.33 CHF | 2.34 CHF | 203'000 | 203'000 | 206'414 | 206'414 | 444'569 CHF | 446'633 CHF | 99.45% | 99.45% |
19.11.2024 | 0.49% | 1.96 CHF | 1.97 CHF | 208'700 | 208'700 | 201'358 | 201'358 | 413'351 CHF | 415'364 CHF | 100.00% | 100.00% |
18.11.2024 | 0.47% | 2.06 CHF | 2.07 CHF | 196'500 | 196'500 | 204'818 | 204'818 | 438'684 CHF | 440'732 CHF | 98.78% | 98.78% |
15.11.2024 | 0.47% | 2.20 CHF | 2.21 CHF | 210'500 | 210'500 | 199'228 | 199'228 | 420'699 CHF | 422'691 CHF | 98.67% | 98.67% |
14.11.2024 | 0.45% | 2.08 CHF | 2.09 CHF | 192'000 | 192'000 | 218'232 | 218'232 | 491'412 CHF | 493'594 CHF | 100.00% | 100.00% |
13.11.2024 | 0.53% | 2.08 CHF | 2.09 CHF | 235'800 | 235'800 | 232'078 | 232'078 | 440'026 CHF | 442'347 CHF | 100.00% | 100.00% |
12.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 229'600 | 229'600 | 240'837 | 240'837 | 450'709 CHF | 453'118 CHF | 99.81% | 99.81% |
11.11.2024 | 0.59% | 1.74 CHF | 1.75 CHF | 248'400 | 248'400 | 292'369 | 292'369 | 495'387 CHF | 498'311 CHF | 99.74% | 99.74% |
08.11.2024 | 0.74% | 1.46 CHF | 1.47 CHF | 321'200 | 321'200 | 322'753 | 322'753 | 434'656 CHF | 437'883 CHF | 99.16% | 99.16% |
07.11.2024 | 0.75% | 1.26 CHF | 1.27 CHF | 323'800 | 323'800 | 286'410 | 286'410 | 379'616 CHF | 382'480 CHF | 99.96% | 99.96% |