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 | 2.28% | 0.46 CHF | 0.47 CHF | 161'200 | 161'200 | 161'173 | 161'173 | 70'105 CHF | 71'717 CHF | 100.00% | 100.00% |
19.11.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 189'900 | 189'900 | 189'938 | 189'938 | 86'406 CHF | 88'306 CHF | 100.00% | 100.00% |
18.11.2024 | 2.39% | 0.40 CHF | 0.41 CHF | 170'300 | 170'300 | 172'317 | 172'317 | 71'242 CHF | 72'965 CHF | 100.00% | 100.00% |
15.11.2024 | 2.47% | 0.42 CHF | 0.43 CHF | 183'000 | 183'000 | 179'370 | 179'370 | 71'823 CHF | 73'617 CHF | 100.00% | 100.00% |
14.11.2024 | 2.22% | 0.40 CHF | 0.41 CHF | 140'700 | 140'700 | 143'621 | 143'621 | 64'476 CHF | 65'912 CHF | 100.00% | 100.00% |
13.11.2024 | 1.89% | 0.50 CHF | 0.51 CHF | 127'700 | 127'700 | 129'959 | 129'959 | 68'343 CHF | 69'642 CHF | 100.00% | 100.00% |
12.11.2024 | 1.93% | 0.57 CHF | 0.58 CHF | 170'100 | 170'100 | 166'840 | 166'840 | 85'789 CHF | 87'458 CHF | 99.85% | 99.85% |
11.11.2024 | 2.35% | 0.43 CHF | 0.44 CHF | 149'500 | 149'500 | 149'622 | 149'622 | 62'972 CHF | 64'469 CHF | 99.70% | 99.70% |
08.11.2024 | 2.42% | 0.46 CHF | 0.47 CHF | 250'800 | 250'800 | 239'225 | 239'225 | 103'462 CHF | 105'917 CHF | 98.81% | 98.81% |
07.11.2024 | 3.22% | 0.31 CHF | 0.32 CHF | 190'200 | 190'200 | 190'855 | 190'855 | 58'730 CHF | 60'639 CHF | 100.00% | 100.00% |