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 | 4.43% | 0.23 CHF | 0.24 CHF | 1'617'900 | 1'617'900 | 513'469 | 513'469 | 119'314 CHF | 124'483 CHF | 99.90% | 99.90% |
19.11.2024 | 3.67% | 0.26 CHF | 0.27 CHF | 1'436'800 | 1'436'800 | 459'293 | 459'293 | 123'261 CHF | 127'860 CHF | 100.00% | 100.00% |
18.11.2024 | 3.23% | 0.28 CHF | 0.29 CHF | 1'249'500 | 1'249'500 | 398'390 | 398'390 | 120'567 CHF | 124'556 CHF | 99.87% | 99.87% |
15.11.2024 | 3.38% | 0.31 CHF | 0.32 CHF | 1'418'600 | 1'418'600 | 439'591 | 439'591 | 133'178 CHF | 137'580 CHF | 100.00% | 100.00% |
14.11.2024 | 3.45% | 0.29 CHF | 0.30 CHF | 1'297'000 | 1'297'000 | 413'631 | 413'631 | 119'380 CHF | 123'522 CHF | 100.00% | 100.00% |
13.11.2024 | 3.26% | 0.30 CHF | 0.31 CHF | 1'212'100 | 1'212'100 | 400'412 | 400'412 | 121'244 CHF | 125'253 CHF | 100.00% | 100.00% |
12.11.2024 | 3.00% | 0.33 CHF | 0.34 CHF | 1'164'200 | 1'164'200 | 371'634 | 371'634 | 121'810 CHF | 125'532 CHF | 100.00% | 100.00% |
11.11.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 1'091'100 | 1'091'100 | 348'407 | 348'407 | 120'053 CHF | 123'541 CHF | 100.00% | 100.00% |
08.11.2024 | 2.88% | 0.36 CHF | 0.37 CHF | 1'154'500 | 1'154'500 | 366'209 | 366'209 | 129'000 CHF | 132'667 CHF | 100.00% | 100.00% |
07.11.2024 | 2.65% | 0.36 CHF | 0.37 CHF | 1'036'800 | 1'036'800 | 330'647 | 330'647 | 123'403 CHF | 126'714 CHF | 100.00% | 100.00% |