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 | 2.89% | 0.35 CHF | 0.36 CHF | 249'000 | 249'000 | 247'601 | 247'601 | 84'439 CHF | 86'915 CHF | 100.00% | 100.00% |
19.11.2024 | 3.09% | 0.33 CHF | 0.34 CHF | 244'000 | 244'000 | 241'402 | 241'402 | 77'001 CHF | 79'415 CHF | 100.00% | 100.00% |
18.11.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 239'000 | 239'000 | 239'000 | 239'000 | 74'690 CHF | 77'080 CHF | 100.00% | 100.00% |
15.11.2024 | 3.19% | 0.31 CHF | 0.32 CHF | 234'000 | 234'000 | 234'346 | 234'346 | 72'292 CHF | 74'635 CHF | 100.00% | 100.00% |
14.11.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 234'000 | 234'000 | 237'396 | 237'396 | 73'652 CHF | 76'026 CHF | 99.39% | 99.39% |
13.11.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 239'000 | 239'000 | 236'845 | 236'845 | 74'074 CHF | 76'443 CHF | 100.00% | 100.00% |
12.11.2024 | 3.21% | 0.31 CHF | 0.32 CHF | 239'000 | 239'000 | 234'798 | 234'798 | 72'015 CHF | 74'363 CHF | 100.00% | 100.00% |
11.11.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 234'000 | 234'000 | 233'995 | 233'995 | 70'120 CHF | 72'460 CHF | 99.93% | 99.93% |
08.11.2024 | 3.13% | 0.31 CHF | 0.32 CHF | 239'000 | 239'000 | 237'799 | 237'799 | 74'732 CHF | 77'110 CHF | 100.00% | 100.00% |
07.11.2024 | 3.25% | 0.31 CHF | 0.32 CHF | 234'000 | 234'000 | 233'991 | 233'991 | 70'891 CHF | 73'231 CHF | 100.00% | 100.00% |