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 | 3.73% | 0.26 CHF | 0.27 CHF | 583'200 | 583'200 | 257'395 | 257'395 | 68'367 CHF | 70'946 CHF | 99.90% | 99.90% |
19.11.2024 | 3.55% | 0.28 CHF | 0.29 CHF | 542'100 | 542'100 | 241'974 | 241'974 | 68'059 CHF | 70'483 CHF | 99.87% | 99.87% |
18.11.2024 | 3.40% | 0.29 CHF | 0.30 CHF | 520'200 | 520'200 | 230'704 | 230'704 | 67'956 CHF | 70'268 CHF | 97.90% | 97.90% |
15.11.2024 | 2.85% | 0.31 CHF | 0.32 CHF | 461'200 | 461'200 | 183'804 | 183'804 | 62'735 CHF | 64'576 CHF | 99.40% | 99.40% |
14.11.2024 | 2.83% | 0.38 CHF | 0.39 CHF | 431'900 | 431'900 | 197'024 | 197'024 | 69'554 CHF | 71'528 CHF | 100.00% | 100.00% |
13.11.2024 | 2.70% | 0.36 CHF | 0.37 CHF | 422'500 | 422'500 | 185'422 | 185'422 | 68'904 CHF | 70'762 CHF | 100.00% | 100.00% |
12.11.2024 | 2.47% | 0.39 CHF | 0.40 CHF | 384'400 | 384'400 | 171'590 | 171'590 | 69'338 CHF | 71'057 CHF | 99.89% | 99.89% |
11.11.2024 | 2.40% | 0.42 CHF | 0.43 CHF | 367'700 | 367'700 | 164'849 | 164'849 | 69'157 CHF | 70'809 CHF | 99.89% | 99.89% |
08.11.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 371'200 | 371'200 | 165'178 | 165'178 | 70'024 CHF | 71'679 CHF | 98.92% | 98.92% |
07.11.2024 | 2.94% | 0.44 CHF | 0.45 CHF | 358'800 | 358'800 | 160'075 | 160'075 | 70'261 CHF | 72'121 CHF | 100.00% | 100.00% |