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 | 4.98% | 0.20 CHF | 0.21 CHF | 330'900 | 330'900 | 330'900 | 330'900 | 64'854 CHF | 68'163 CHF | 100.00% | 100.00% |
19.11.2024 | 5.73% | 0.17 CHF | 0.18 CHF | 344'100 | 344'100 | 337'300 | 337'300 | 57'189 CHF | 60'562 CHF | 99.89% | 99.89% |
18.11.2024 | 5.44% | 0.17 CHF | 0.18 CHF | 325'200 | 325'200 | 326'379 | 326'379 | 58'425 CHF | 61'689 CHF | 100.00% | 100.00% |
15.11.2024 | 5.48% | 0.18 CHF | 0.19 CHF | 320'300 | 320'300 | 320'300 | 320'300 | 56'875 CHF | 60'078 CHF | 100.00% | 100.00% |
14.11.2024 | 5.71% | 0.18 CHF | 0.19 CHF | 321'000 | 321'000 | 327'242 | 327'242 | 55'699 CHF | 58'972 CHF | 100.00% | 100.00% |
13.11.2024 | 5.44% | 0.18 CHF | 0.19 CHF | 328'000 | 328'000 | 328'000 | 328'000 | 58'710 CHF | 61'990 CHF | 100.00% | 100.00% |
12.11.2024 | 5.29% | 0.18 CHF | 0.19 CHF | 300'600 | 300'600 | 300'600 | 300'600 | 55'325 CHF | 58'331 CHF | 99.91% | 99.91% |
11.11.2024 | 4.82% | 0.20 CHF | 0.21 CHF | 294'900 | 294'900 | 294'900 | 294'900 | 59'736 CHF | 62'685 CHF | 100.00% | 100.00% |
08.11.2024 | 4.91% | 0.20 CHF | 0.21 CHF | 242'400 | 242'400 | 242'400 | 242'400 | 48'320 CHF | 50'744 CHF | 98.93% | 98.93% |
07.11.2024 | 4.05% | 0.25 CHF | 0.26 CHF | 298'700 | 298'700 | 298'700 | 298'700 | 72'397 CHF | 75'384 CHF | 100.00% | 100.00% |