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 | 1.81% | 0.52 CHF | 0.53 CHF | 291'200 | 291'200 | 287'673 | 287'673 | 157'457 CHF | 160'334 CHF | 100.00% | 100.00% |
19.11.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 281'500 | 281'500 | 280'877 | 280'877 | 154'897 CHF | 157'706 CHF | 100.00% | 100.00% |
18.11.2024 | 1.86% | 0.56 CHF | 0.57 CHF | 271'400 | 271'400 | 274'465 | 274'465 | 146'277 CHF | 149'022 CHF | 100.00% | 100.00% |
15.11.2024 | 1.54% | 0.60 CHF | 0.61 CHF | 219'900 | 219'900 | 217'083 | 217'083 | 140'143 CHF | 142'314 CHF | 100.00% | 100.00% |
14.11.2024 | 1.38% | 0.75 CHF | 0.76 CHF | 252'500 | 252'500 | 254'255 | 254'255 | 182'862 CHF | 185'404 CHF | 100.00% | 100.00% |
13.11.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 267'400 | 267'400 | 265'887 | 265'887 | 153'107 CHF | 155'766 CHF | 100.00% | 100.00% |
12.11.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 268'500 | 268'500 | 263'326 | 263'326 | 161'385 CHF | 164'024 CHF | 100.00% | 100.00% |
11.11.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 275'700 | 275'700 | 273'913 | 273'913 | 164'104 CHF | 166'843 CHF | 100.00% | 100.00% |
08.11.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 274'000 | 274'000 | 273'261 | 273'261 | 155'141 CHF | 157'874 CHF | 100.00% | 100.00% |
07.11.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 289'400 | 289'400 | 291'157 | 291'157 | 164'200 CHF | 167'112 CHF | 100.00% | 100.00% |