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 | 2.44% | 0.43 CHF | 0.44 CHF | 164'000 | 164'000 | 164'000 | 164'000 | 66'455 CHF | 68'095 CHF | 99.43% | 99.43% |
19.11.2024 | 2.17% | 0.44 CHF | 0.45 CHF | 164'000 | 164'000 | 164'000 | 164'000 | 75'000 CHF | 76'640 CHF | 100.00% | 100.00% |
18.11.2024 | 2.29% | 0.42 CHF | 0.43 CHF | 164'000 | 164'000 | 164'000 | 164'000 | 70'820 CHF | 72'460 CHF | 99.88% | 99.88% |
15.11.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 164'000 | 164'000 | 164'000 | 164'000 | 72'725 CHF | 74'365 CHF | 100.00% | 100.00% |
14.11.2024 | 2.29% | 0.41 CHF | 0.42 CHF | 164'000 | 164'000 | 164'000 | 164'000 | 70'811 CHF | 72'451 CHF | 98.61% | 98.61% |
13.11.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 164'000 | 164'000 | 163'997 | 163'997 | 73'178 CHF | 74'818 CHF | 99.86% | 99.86% |
12.11.2024 | 2.49% | 0.43 CHF | 0.44 CHF | 164'000 | 164'000 | 163'434 | 163'434 | 64'941 CHF | 66'575 CHF | 99.90% | 99.90% |
11.11.2024 | 2.58% | 0.37 CHF | 0.38 CHF | 154'000 | 154'000 | 160'858 | 160'858 | 61'564 CHF | 63'173 CHF | 100.00% | 100.00% |
08.11.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 164'000 | 164'000 | 163'966 | 163'966 | 68'326 CHF | 69'965 CHF | 98.30% | 98.30% |
07.11.2024 | 2.87% | 0.35 CHF | 0.36 CHF | 154'000 | 154'000 | 154'000 | 154'000 | 52'927 CHF | 54'467 CHF | 100.00% | 100.00% |