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 | 6.05% | 0.15 CHF | 0.16 CHF | 399'700 | 399'700 | 392'136 | 392'136 | 62'981 CHF | 66'902 CHF | 100.00% | 100.00% |
19.11.2024 | 6.06% | 0.17 CHF | 0.18 CHF | 361'500 | 361'500 | 359'740 | 359'740 | 57'612 CHF | 61'209 CHF | 100.00% | 100.00% |
18.11.2024 | 5.21% | 0.19 CHF | 0.20 CHF | 353'900 | 353'900 | 351'728 | 351'728 | 65'804 CHF | 69'321 CHF | 100.00% | 100.00% |
15.11.2024 | 4.96% | 0.20 CHF | 0.21 CHF | 367'300 | 367'300 | 366'851 | 366'851 | 72'099 CHF | 75'767 CHF | 100.00% | 100.00% |
14.11.2024 | 5.73% | 0.18 CHF | 0.19 CHF | 418'600 | 418'600 | 419'946 | 419'946 | 71'293 CHF | 75'492 CHF | 99.35% | 99.35% |
13.11.2024 | 5.89% | 0.14 CHF | 0.16 CHF | 355'400 | 355'400 | 347'819 | 347'819 | 57'774 CHF | 61'252 CHF | 100.00% | 100.00% |
12.11.2024 | 4.76% | 0.19 CHF | 0.20 CHF | 326'500 | 326'500 | 321'412 | 321'412 | 65'941 CHF | 69'155 CHF | 100.00% | 100.00% |
11.11.2024 | 4.70% | 0.22 CHF | 0.23 CHF | 331'300 | 331'300 | 330'698 | 330'698 | 68'826 CHF | 72'133 CHF | 99.93% | 99.93% |
08.11.2024 | 4.85% | 0.19 CHF | 0.20 CHF | 290'400 | 290'400 | 285'947 | 285'947 | 57'657 CHF | 60'516 CHF | 100.00% | 100.00% |
07.11.2024 | 3.75% | 0.26 CHF | 0.27 CHF | 309'600 | 309'600 | 308'621 | 308'621 | 80'778 CHF | 83'864 CHF | 100.00% | 100.00% |