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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 4.16% | 0.12 CHF | 0.13 CHF | 281'700 | 281'700 | 276'918 | 276'918 | 32'666 CHF | 34'050 CHF | 99.89% | 99.89% |
25.11.2024 | 3.76% | 0.12 CHF | 0.13 CHF | 275'400 | 275'400 | 228'871 | 228'871 | 29'789 CHF | 30'933 CHF | 100.00% | 100.00% |
22.11.2024 | 6.08% | 0.16 CHF | 0.17 CHF | 214'200 | 214'200 | 206'175 | 206'175 | 32'978 CHF | 35'040 CHF | 100.00% | 100.00% |
20.11.2024 | 5.72% | 0.16 CHF | 0.17 CHF | 196'600 | 196'600 | 199'498 | 199'498 | 33'970 CHF | 35'965 CHF | 99.45% | 99.45% |
19.11.2024 | 3.80% | 0.18 CHF | 0.19 CHF | 200'400 | 200'400 | 241'180 | 239'854 | 37'382 CHF | 38'572 CHF | 98.77% | 98.77% |
18.11.2024 | 4.04% | 0.14 CHF | 0.15 CHF | 253'300 | 253'300 | 307'699 | 305'771 | 37'296 CHF | 38'593 CHF | 98.78% | 98.78% |
15.11.2024 | 4.70% | 0.11 CHF | 0.11 CHF | 324'100 | 324'100 | 374'473 | 374'473 | 38'937 CHF | 40'810 CHF | 100.00% | 100.00% |
14.11.2024 | 5.71% | 0.09 CHF | 0.09 CHF | 390'500 | 390'500 | 337'364 | 337'364 | 28'736 CHF | 30'423 CHF | 100.00% | 100.00% |
13.11.2024 | 4.87% | 0.10 CHF | 0.10 CHF | 322'000 | 322'000 | 283'478 | 280'705 | 28'404 CHF | 29'530 CHF | 100.00% | 100.00% |
12.11.2024 | 4.32% | 0.10 CHF | 0.11 CHF | 271'600 | 271'600 | 235'738 | 235'738 | 26'668 CHF | 27'847 CHF | 99.83% | 99.83% |