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 | 4.59% | 0.23 CHF | 0.24 CHF | 289'000 | 289'000 | 287'812 | 287'812 | 61'290 CHF | 64'168 CHF | 100.00% | 100.00% |
19.11.2024 | 4.17% | 0.24 CHF | 0.25 CHF | 313'600 | 313'600 | 312'426 | 312'426 | 73'560 CHF | 76'684 CHF | 100.00% | 100.00% |
18.11.2024 | 4.33% | 0.22 CHF | 0.23 CHF | 311'600 | 311'600 | 310'315 | 310'315 | 70'094 CHF | 73'197 CHF | 100.00% | 100.00% |
15.11.2024 | 4.95% | 0.21 CHF | 0.22 CHF | 353'500 | 353'500 | 347'500 | 347'500 | 68'488 CHF | 71'963 CHF | 100.00% | 100.00% |
14.11.2024 | 5.04% | 0.19 CHF | 0.20 CHF | 321'400 | 321'400 | 326'517 | 326'517 | 63'337 CHF | 66'602 CHF | 100.00% | 100.00% |
13.11.2024 | 4.93% | 0.20 CHF | 0.21 CHF | 344'800 | 344'800 | 338'388 | 338'388 | 67'075 CHF | 70'459 CHF | 100.00% | 100.00% |
12.11.2024 | 5.25% | 0.20 CHF | 0.21 CHF | 426'300 | 426'300 | 408'523 | 408'523 | 75'742 CHF | 79'827 CHF | 99.86% | 99.86% |
11.11.2024 | 6.32% | 0.15 CHF | 0.16 CHF | 339'100 | 339'100 | 337'698 | 337'698 | 51'899 CHF | 55'276 CHF | 99.64% | 99.64% |
08.11.2024 | 5.17% | 0.20 CHF | 0.21 CHF | 393'600 | 393'600 | 392'017 | 392'017 | 73'964 CHF | 77'884 CHF | 99.43% | 99.43% |
07.11.2024 | 5.23% | 0.18 CHF | 0.19 CHF | 238'100 | 238'100 | 237'317 | 237'317 | 44'848 CHF | 47'221 CHF | 99.39% | 99.39% |