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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 2.17% | 0.23 CHF | 0.24 CHF | 289'900 | 289'900 | 287'775 | 287'775 | 65'596 CHF | 67'035 CHF | 99.87% | 99.87% |
25.11.2024 | 2.10% | 0.23 CHF | 0.24 CHF | 287'100 | 287'100 | 266'257 | 266'257 | 63'533 CHF | 64'882 CHF | 100.00% | 100.00% |
22.11.2024 | 3.73% | 0.26 CHF | 0.27 CHF | 259'700 | 259'700 | 255'573 | 255'573 | 67'388 CHF | 69'944 CHF | 100.00% | 100.00% |
20.11.2024 | 3.62% | 0.26 CHF | 0.27 CHF | 250'400 | 250'400 | 252'001 | 252'001 | 68'356 CHF | 70'876 CHF | 99.44% | 99.44% |
19.11.2024 | 3.06% | 0.28 CHF | 0.29 CHF | 252'500 | 252'500 | 274'546 | 274'546 | 70'466 CHF | 72'668 CHF | 98.78% | 98.78% |
18.11.2024 | 2.19% | 0.25 CHF | 0.25 CHF | 281'100 | 281'100 | 306'916 | 306'916 | 69'288 CHF | 70'822 CHF | 98.77% | 98.77% |
15.11.2024 | 2.37% | 0.21 CHF | 0.22 CHF | 314'700 | 314'700 | 335'714 | 335'714 | 70'009 CHF | 71'687 CHF | 100.00% | 100.00% |
14.11.2024 | 2.66% | 0.19 CHF | 0.19 CHF | 342'400 | 342'400 | 322'465 | 322'465 | 59'926 CHF | 61'538 CHF | 100.00% | 100.00% |
13.11.2024 | 2.46% | 0.20 CHF | 0.20 CHF | 316'700 | 316'700 | 300'420 | 300'420 | 60'255 CHF | 61'757 CHF | 100.00% | 100.00% |
12.11.2024 | 2.33% | 0.20 CHF | 0.21 CHF | 295'400 | 295'400 | 278'688 | 278'688 | 59'211 CHF | 60'604 CHF | 99.81% | 99.81% |