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 | 2.13% | 0.41 CHF | 0.42 CHF | 172'900 | 172'900 | 75'659 | 75'659 | 34'823 CHF | 35'582 CHF | 99.57% | 99.57% |
19.11.2024 | 2.48% | 0.48 CHF | 0.49 CHF | 189'000 | 189'000 | 84'092 | 84'092 | 37'254 CHF | 38'111 CHF | 99.19% | 99.19% |
18.11.2024 | 2.70% | 0.38 CHF | 0.39 CHF | 213'200 | 213'200 | 94'886 | 94'886 | 35'521 CHF | 36'472 CHF | 99.90% | 99.90% |
15.11.2024 | 2.63% | 0.35 CHF | 0.36 CHF | 188'500 | 188'500 | 76'451 | 76'451 | 27'616 CHF | 28'382 CHF | 91.62% | 91.62% |
14.11.2024 | 1.61% | 0.67 CHF | 0.68 CHF | 128'100 | 128'100 | 56'318 | 56'318 | 37'022 CHF | 37'592 CHF | 99.72% | 99.72% |
13.11.2024 | 1.91% | 0.61 CHF | 0.62 CHF | 145'800 | 145'800 | 68'396 | 68'396 | 37'737 CHF | 38'422 CHF | 99.93% | 99.93% |
12.11.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 144'900 | 144'900 | 63'583 | 63'583 | 34'770 CHF | 35'407 CHF | 99.89% | 99.89% |
11.11.2024 | 2.07% | 0.56 CHF | 0.57 CHF | 132'800 | 132'800 | 54'610 | 54'610 | 32'018 CHF | 32'612 CHF | 99.90% | 99.90% |
08.11.2024 | 1.62% | 0.67 CHF | 0.68 CHF | 138'000 | 138'000 | 63'665 | 63'665 | 40'549 CHF | 41'187 CHF | 97.38% | 97.38% |
07.11.2024 | 1.92% | 0.54 CHF | 0.55 CHF | 152'200 | 152'200 | 67'767 | 67'767 | 36'339 CHF | 37'018 CHF | 100.00% | 100.00% |