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 | 3.97% | 0.12 CHF | 0.13 CHF | 267'800 | 267'800 | 273'569 | 273'569 | 33'886 CHF | 35'254 CHF | 99.87% | 99.87% |
25.11.2024 | 4.24% | 0.12 CHF | 0.13 CHF | 275'400 | 275'400 | 334'963 | 334'963 | 38'571 CHF | 40'246 CHF | 100.00% | 100.00% |
22.11.2024 | 5.03% | 0.10 CHF | 0.11 CHF | 353'800 | 353'800 | 370'768 | 370'768 | 36'074 CHF | 37'928 CHF | 100.00% | 100.00% |
20.11.2024 | 5.45% | 0.10 CHF | 0.10 CHF | 392'800 | 392'800 | 385'251 | 385'251 | 34'483 CHF | 36'409 CHF | 99.44% | 99.44% |
19.11.2024 | 4.70% | 0.09 CHF | 0.09 CHF | 382'900 | 382'900 | 282'599 | 282'599 | 29'225 CHF | 30'638 CHF | 98.77% | 98.77% |
18.11.2024 | 5.70% | 0.12 CHF | 0.13 CHF | 252'800 | 252'800 | 182'807 | 182'807 | 26'732 CHF | 28'267 CHF | 98.77% | 98.77% |
15.11.2024 | 5.50% | 0.18 CHF | 0.19 CHF | 161'700 | 161'700 | 129'306 | 129'306 | 23'073 CHF | 24'366 CHF | 100.00% | 100.00% |
14.11.2024 | 3.92% | 0.25 CHF | 0.26 CHF | 119'000 | 119'000 | 139'867 | 139'867 | 35'054 CHF | 36'453 CHF | 100.00% | 100.00% |
13.11.2024 | 4.58% | 0.23 CHF | 0.24 CHF | 145'900 | 145'900 | 168'218 | 168'218 | 35'827 CHF | 37'509 CHF | 100.00% | 100.00% |
12.11.2024 | 3.03% | 0.22 CHF | 0.23 CHF | 175'100 | 175'100 | 204'821 | 204'821 | 39'808 CHF | 41'018 CHF | 99.80% | 99.80% |