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 | 2.82% | 0.35 CHF | 0.36 CHF | 419'000 | 419'000 | 419'000 | 419'000 | 146'313 CHF | 150'503 CHF | 100.00% | 100.00% |
19.11.2024 | 2.76% | 0.35 CHF | 0.36 CHF | 419'000 | 419'000 | 419'000 | 419'000 | 149'758 CHF | 153'948 CHF | 100.00% | 100.00% |
18.11.2024 | 2.85% | 0.34 CHF | 0.35 CHF | 419'000 | 419'000 | 419'000 | 419'000 | 144'906 CHF | 149'096 CHF | 100.00% | 100.00% |
15.11.2024 | 2.82% | 0.34 CHF | 0.35 CHF | 419'000 | 419'000 | 419'000 | 419'000 | 146'537 CHF | 150'727 CHF | 100.00% | 100.00% |
14.11.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 419'000 | 419'000 | 423'252 | 423'252 | 158'136 CHF | 162'368 CHF | 99.33% | 99.33% |
13.11.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 442'000 | 442'000 | 442'000 | 442'000 | 175'958 CHF | 180'378 CHF | 100.00% | 100.00% |
12.11.2024 | 2.61% | 0.40 CHF | 0.41 CHF | 442'000 | 442'000 | 423'457 | 423'457 | 160'562 CHF | 164'797 CHF | 100.00% | 100.00% |
11.11.2024 | 2.78% | 0.36 CHF | 0.37 CHF | 419'000 | 419'000 | 419'000 | 419'000 | 148'750 CHF | 152'940 CHF | 99.93% | 99.93% |
08.11.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 419'000 | 419'000 | 418'974 | 418'974 | 149'191 CHF | 153'381 CHF | 100.00% | 100.00% |
07.11.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 396'000 | 396'000 | 399'594 | 399'594 | 134'928 CHF | 138'924 CHF | 100.00% | 100.00% |