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 | 2.18% | 0.43 CHF | 0.44 CHF | 166'200 | 166'200 | 166'171 | 166'171 | 75'385 CHF | 77'047 CHF | 100.00% | 100.00% |
19.11.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 143'100 | 143'100 | 143'130 | 143'130 | 62'034 CHF | 63'465 CHF | 100.00% | 100.00% |
18.11.2024 | 2.01% | 0.51 CHF | 0.52 CHF | 148'500 | 148'500 | 150'228 | 150'228 | 74'060 CHF | 75'563 CHF | 100.00% | 100.00% |
15.11.2024 | 1.94% | 0.48 CHF | 0.49 CHF | 146'300 | 146'300 | 143'413 | 143'413 | 73'107 CHF | 74'541 CHF | 100.00% | 100.00% |
14.11.2024 | 2.12% | 0.51 CHF | 0.52 CHF | 166'400 | 166'400 | 169'757 | 169'757 | 79'517 CHF | 81'215 CHF | 100.00% | 100.00% |
13.11.2024 | 2.43% | 0.42 CHF | 0.43 CHF | 185'500 | 185'500 | 188'814 | 188'814 | 76'843 CHF | 78'731 CHF | 100.00% | 100.00% |
12.11.2024 | 2.27% | 0.37 CHF | 0.38 CHF | 145'400 | 145'400 | 142'557 | 142'557 | 62'373 CHF | 63'799 CHF | 99.86% | 99.86% |
11.11.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 146'900 | 146'900 | 147'018 | 147'018 | 79'898 CHF | 81'368 CHF | 99.70% | 99.70% |
08.11.2024 | 1.64% | 0.53 CHF | 0.54 CHF | 75'900 | 75'900 | 72'410 | 72'410 | 45'880 CHF | 46'623 CHF | 98.81% | 98.81% |
07.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 80'500 | 80'500 | 80'767 | 80'767 | 84'517 CHF | 85'325 CHF | 100.00% | 100.00% |