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 | 1.84% | 0.55 CHF | 0.56 CHF | 287'300 | 287'300 | 99'542 | 99'542 | 54'919 CHF | 55'916 CHF | 99.09% | 99.09% |
19.11.2024 | 1.88% | 0.56 CHF | 0.57 CHF | 299'500 | 299'500 | 102'982 | 102'982 | 56'536 CHF | 57'567 CHF | 99.38% | 99.38% |
18.11.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 283'800 | 283'800 | 97'590 | 97'590 | 53'981 CHF | 54'958 CHF | 99.90% | 99.90% |
15.11.2024 | 1.92% | 0.54 CHF | 0.55 CHF | 427'800 | 427'800 | 118'804 | 118'804 | 63'273 CHF | 64'463 CHF | 99.25% | 99.25% |
14.11.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 352'000 | 352'000 | 119'609 | 119'609 | 48'371 CHF | 49'569 CHF | 99.89% | 99.89% |
13.11.2024 | 2.46% | 0.43 CHF | 0.44 CHF | 399'800 | 399'800 | 136'793 | 136'793 | 57'230 CHF | 58'600 CHF | 100.00% | 100.00% |
12.11.2024 | 2.63% | 0.40 CHF | 0.41 CHF | 409'500 | 409'500 | 139'763 | 139'763 | 53'660 CHF | 55'059 CHF | 100.00% | 100.00% |
11.11.2024 | 2.81% | 0.37 CHF | 0.38 CHF | 447'900 | 447'900 | 153'140 | 153'140 | 56'234 CHF | 57'767 CHF | 99.93% | 99.93% |
08.11.2024 | 2.98% | 0.34 CHF | 0.35 CHF | 459'100 | 459'100 | 158'131 | 158'131 | 53'637 CHF | 55'220 CHF | 100.00% | 100.00% |
07.11.2024 | 2.71% | 0.35 CHF | 0.36 CHF | 392'600 | 392'600 | 135'557 | 135'557 | 49'000 CHF | 50'357 CHF | 100.00% | 100.00% |