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 | 6.28% | 0.17 CHF | 0.18 CHF | 403'700 | 403'700 | 376'216 | 376'216 | 58'150 CHF | 61'912 CHF | 100.00% | 100.00% |
19.11.2024 | 5.46% | 0.17 CHF | 0.18 CHF | 408'400 | 408'400 | 408'400 | 408'400 | 72'757 CHF | 76'841 CHF | 99.90% | 99.90% |
18.11.2024 | 5.81% | 0.17 CHF | 0.18 CHF | 444'500 | 444'500 | 438'114 | 438'114 | 73'432 CHF | 77'813 CHF | 100.00% | 100.00% |
15.11.2024 | 6.20% | 0.16 CHF | 0.17 CHF | 373'600 | 373'600 | 381'638 | 381'638 | 59'971 CHF | 63'787 CHF | 100.00% | 100.00% |
14.11.2024 | 5.85% | 0.17 CHF | 0.18 CHF | 457'000 | 457'000 | 453'527 | 453'527 | 75'252 CHF | 79'787 CHF | 100.00% | 100.00% |
13.11.2024 | 5.69% | 0.16 CHF | 0.17 CHF | 367'300 | 367'300 | 387'127 | 387'127 | 66'395 CHF | 70'266 CHF | 100.00% | 100.00% |
12.11.2024 | 5.94% | 0.17 CHF | 0.18 CHF | 475'400 | 475'400 | 446'864 | 446'864 | 73'080 CHF | 77'549 CHF | 99.92% | 99.92% |
11.11.2024 | 6.77% | 0.15 CHF | 0.16 CHF | 392'300 | 392'300 | 392'300 | 392'300 | 56'059 CHF | 59'982 CHF | 100.00% | 100.00% |
08.11.2024 | 6.08% | 0.16 CHF | 0.17 CHF | 366'800 | 366'800 | 366'800 | 366'800 | 58'487 CHF | 62'155 CHF | 98.94% | 98.94% |
07.11.2024 | 5.85% | 0.18 CHF | 0.19 CHF | 388'400 | 388'400 | 368'980 | 368'980 | 61'479 CHF | 65'169 CHF | 100.00% | 100.00% |