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% | 0.56 CHF | 0.57 CHF | 264'500 | 264'500 | 113'073 | 113'073 | 56'561 CHF | 57'700 CHF | 99.24% | 99.24% |
19.11.2024 | 2.05% | 0.53 CHF | 0.54 CHF | 265'100 | 265'100 | 115'228 | 115'228 | 60'915 CHF | 62'095 CHF | 99.89% | 99.89% |
18.11.2024 | 1.49% | 0.60 CHF | 0.61 CHF | 189'000 | 189'000 | 83'430 | 83'430 | 58'195 CHF | 59'032 CHF | 99.70% | 99.70% |
15.11.2024 | 0.98% | 0.94 CHF | 0.95 CHF | 114'500 | 114'500 | 51'907 | 51'907 | 53'915 CHF | 54'435 CHF | 99.90% | 99.90% |
14.11.2024 | 1.12% | 1.12 CHF | 1.13 CHF | 129'800 | 129'800 | 56'451 | 56'451 | 54'915 CHF | 55'481 CHF | 98.56% | 98.56% |
13.11.2024 | 2.02% | 0.72 CHF | 0.73 CHF | 185'400 | 185'400 | 83'277 | 83'277 | 61'441 CHF | 62'525 CHF | 99.94% | 99.94% |
12.11.2024 | 1.81% | 0.82 CHF | 0.83 CHF | 208'300 | 208'300 | 89'890 | 89'890 | 63'401 CHF | 64'414 CHF | 98.03% | 98.03% |
11.11.2024 | 2.44% | 1.12 CHF | 1.14 CHF | 28'200 | 28'200 | 13'062 | 13'062 | 20'507 CHF | 20'903 CHF | 97.11% | 97.11% |