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 | 2.09% | 0.47 CHF | 0.48 CHF | 108'300 | 108'300 | 108'300 | 108'300 | 51'304 CHF | 52'387 CHF | 100.00% | 100.00% |
19.11.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 117'200 | 117'200 | 114'899 | 114'899 | 63'702 CHF | 64'851 CHF | 99.87% | 99.87% |
18.11.2024 | 1.87% | 0.55 CHF | 0.56 CHF | 110'500 | 110'500 | 110'901 | 110'901 | 58'842 CHF | 59'951 CHF | 100.00% | 100.00% |
15.11.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 112'600 | 112'600 | 112'600 | 112'600 | 60'371 CHF | 61'497 CHF | 100.00% | 100.00% |
14.11.2024 | 1.78% | 0.53 CHF | 0.54 CHF | 112'300 | 112'300 | 114'492 | 114'492 | 63'730 CHF | 64'875 CHF | 100.00% | 100.00% |
13.11.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 109'100 | 109'100 | 109'100 | 109'100 | 57'999 CHF | 59'090 CHF | 100.00% | 100.00% |
12.11.2024 | 1.91% | 0.54 CHF | 0.55 CHF | 120'800 | 120'800 | 120'800 | 120'800 | 62'732 CHF | 63'940 CHF | 99.89% | 99.89% |
11.11.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 123'600 | 123'600 | 123'600 | 123'600 | 58'992 CHF | 60'228 CHF | 100.00% | 100.00% |
08.11.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 151'900 | 151'900 | 151'900 | 151'900 | 74'066 CHF | 75'585 CHF | 98.92% | 98.92% |
07.11.2024 | 2.29% | 0.41 CHF | 0.42 CHF | 106'400 | 106'400 | 106'400 | 106'400 | 46'080 CHF | 47'144 CHF | 100.00% | 100.00% |