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 | 2.18% | 0.46 CHF | 0.47 CHF | 268'500 | 268'500 | 267'396 | 267'396 | 121'578 CHF | 124'252 CHF | 100.00% | 100.00% |
19.11.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 281'200 | 281'200 | 280'147 | 280'147 | 133'951 CHF | 136'752 CHF | 100.00% | 100.00% |
18.11.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 280'200 | 280'200 | 279'044 | 279'044 | 130'480 CHF | 133'271 CHF | 100.00% | 100.00% |
15.11.2024 | 2.26% | 0.45 CHF | 0.46 CHF | 301'200 | 301'200 | 296'060 | 296'060 | 129'620 CHF | 132'580 CHF | 100.00% | 100.00% |
14.11.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 280'600 | 280'600 | 285'068 | 285'068 | 123'531 CHF | 126'382 CHF | 100.00% | 100.00% |
13.11.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 297'100 | 297'100 | 291'572 | 291'572 | 127'611 CHF | 130'527 CHF | 100.00% | 100.00% |
12.11.2024 | 2.34% | 0.44 CHF | 0.45 CHF | 336'100 | 336'100 | 322'159 | 322'159 | 136'316 CHF | 139'538 CHF | 99.86% | 99.86% |
11.11.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 292'000 | 292'000 | 290'793 | 290'793 | 112'396 CHF | 115'304 CHF | 99.70% | 99.70% |
08.11.2024 | 2.33% | 0.44 CHF | 0.45 CHF | 318'100 | 318'100 | 316'818 | 316'818 | 134'518 CHF | 137'686 CHF | 99.22% | 99.22% |
07.11.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 248'300 | 248'300 | 247'481 | 247'481 | 103'925 CHF | 106'400 CHF | 99.39% | 99.39% |