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 | 2.26% | 0.41 CHF | 0.42 CHF | 581'700 | 581'700 | 562'720 | 562'720 | 246'359 CHF | 251'987 CHF | 100.00% | 100.00% |
19.11.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 555'400 | 555'400 | 553'516 | 553'516 | 249'876 CHF | 255'412 CHF | 99.90% | 99.90% |
18.11.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 547'400 | 547'400 | 544'662 | 544'662 | 247'084 CHF | 252'531 CHF | 100.00% | 100.00% |
15.11.2024 | 2.07% | 0.46 CHF | 0.47 CHF | 531'400 | 531'400 | 520'743 | 520'743 | 248'741 CHF | 253'948 CHF | 100.00% | 100.00% |
14.11.2024 | 2.13% | 0.50 CHF | 0.51 CHF | 548'300 | 548'300 | 553'841 | 553'841 | 258'177 CHF | 263'716 CHF | 99.04% | 99.04% |
13.11.2024 | 2.03% | 0.46 CHF | 0.47 CHF | 497'500 | 497'500 | 487'585 | 487'585 | 238'347 CHF | 243'223 CHF | 99.00% | 99.00% |
12.11.2024 | 1.59% | 0.48 CHF | 0.49 CHF | 239'700 | 239'700 | 220'781 | 220'781 | 147'392 CHF | 149'670 CHF | 97.86% | 97.86% |
11.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 211'100 | 211'100 | 208'791 | 208'791 | 270'092 CHF | 272'180 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 203'500 | 203'500 | 202'658 | 202'658 | 246'110 CHF | 248'137 CHF | 98.95% | 98.95% |
07.11.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 209'100 | 209'100 | 208'595 | 208'595 | 273'102 CHF | 275'188 CHF | 100.00% | 100.00% |