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 | 5.45% | 0.20 CHF | 0.21 CHF | 417'800 | 417'800 | 417'800 | 417'800 | 74'712 CHF | 78'890 CHF | 100.00% | 100.00% |
19.11.2024 | 4.77% | 0.20 CHF | 0.21 CHF | 438'600 | 438'600 | 438'600 | 438'600 | 89'966 CHF | 94'352 CHF | 100.00% | 100.00% |
18.11.2024 | 5.19% | 0.19 CHF | 0.20 CHF | 484'400 | 484'400 | 484'400 | 484'400 | 91'011 CHF | 95'855 CHF | 100.00% | 100.00% |
15.11.2024 | 5.91% | 0.17 CHF | 0.18 CHF | 518'500 | 518'500 | 518'500 | 518'500 | 85'219 CHF | 90'404 CHF | 100.00% | 100.00% |
14.11.2024 | 6.02% | 0.16 CHF | 0.17 CHF | 469'400 | 469'400 | 469'400 | 469'400 | 75'618 CHF | 80'312 CHF | 100.00% | 100.00% |
13.11.2024 | 5.33% | 0.18 CHF | 0.19 CHF | 451'600 | 451'600 | 451'600 | 451'600 | 82'508 CHF | 87'024 CHF | 100.00% | 100.00% |
12.11.2024 | 5.88% | 0.19 CHF | 0.20 CHF | 546'800 | 546'800 | 546'800 | 546'800 | 90'375 CHF | 95'843 CHF | 99.86% | 99.86% |
11.11.2024 | 6.48% | 0.14 CHF | 0.16 CHF | 482'900 | 482'900 | 482'900 | 482'900 | 72'117 CHF | 76'946 CHF | 99.66% | 99.66% |
08.11.2024 | 5.67% | 0.17 CHF | 0.18 CHF | 495'100 | 495'100 | 495'100 | 495'100 | 84'951 CHF | 89'902 CHF | 98.72% | 98.72% |
07.11.2024 | 5.88% | 0.17 CHF | 0.18 CHF | 500'500 | 500'500 | 500'500 | 500'500 | 82'759 CHF | 87'764 CHF | 100.00% | 100.00% |