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 | 4.31% | 0.23 CHF | 0.24 CHF | 81'000 | 81'000 | 531'052 | 531'052 | 120'604 CHF | 125'915 CHF | 98.90% | 98.90% |
19.11.2024 | 4.91% | 0.22 CHF | 0.23 CHF | 83'000 | 83'000 | 549'882 | 549'882 | 109'152 CHF | 114'651 CHF | 98.72% | 98.72% |
18.11.2024 | 4.92% | 0.20 CHF | 0.21 CHF | 86'000 | 86'000 | 545'602 | 545'602 | 108'192 CHF | 113'648 CHF | 98.94% | 98.94% |
15.11.2024 | 4.49% | 0.21 CHF | 0.22 CHF | 84'000 | 84'000 | 534'076 | 534'076 | 116'487 CHF | 121'828 CHF | 98.94% | 98.94% |
14.11.2024 | 3.84% | 0.25 CHF | 0.26 CHF | 80'000 | 80'000 | 516'251 | 516'251 | 132'051 CHF | 137'213 CHF | 98.85% | 98.85% |
13.11.2024 | 3.90% | 0.26 CHF | 0.27 CHF | 80'000 | 80'000 | 516'219 | 516'219 | 129'547 CHF | 134'709 CHF | 98.87% | 98.87% |
12.11.2024 | 3.91% | 0.25 CHF | 0.26 CHF | 80'000 | 80'000 | 516'560 | 516'560 | 129'683 CHF | 134'849 CHF | 98.74% | 98.74% |
11.11.2024 | 3.65% | 0.28 CHF | 0.29 CHF | 78'000 | 78'000 | 506'197 | 506'197 | 136'037 CHF | 141'099 CHF | 98.90% | 98.90% |
08.11.2024 | 4.02% | 0.25 CHF | 0.26 CHF | 80'000 | 80'000 | 521'239 | 521'239 | 127'030 CHF | 132'242 CHF | 97.81% | 97.81% |
07.11.2024 | 4.18% | 0.24 CHF | 0.25 CHF | 81'000 | 81'000 | 523'732 | 523'732 | 122'809 CHF | 128'046 CHF | 98.90% | 98.90% |