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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 3.22% | 0.30 CHF | 0.31 CHF | 196'000 | 196'000 | 195'986 | 195'986 | 59'876 CHF | 61'836 CHF | 100.00% | 100.00% |
20.11.2024 | 2.93% | 0.31 CHF | 0.32 CHF | 196'000 | 196'000 | 193'123 | 193'123 | 65'034 CHF | 66'965 CHF | 100.00% | 100.00% |
19.11.2024 | 3.03% | 0.34 CHF | 0.35 CHF | 192'000 | 192'000 | 193'847 | 193'847 | 63'148 CHF | 65'086 CHF | 100.00% | 100.00% |
18.11.2024 | 2.61% | 0.36 CHF | 0.37 CHF | 192'000 | 192'000 | 190'953 | 190'953 | 72'290 CHF | 74'200 CHF | 100.00% | 100.00% |
15.11.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 188'000 | 188'000 | 188'000 | 188'000 | 80'499 CHF | 82'379 CHF | 100.00% | 100.00% |
14.11.2024 | 2.58% | 0.43 CHF | 0.44 CHF | 188'000 | 188'000 | 190'131 | 190'131 | 73'117 CHF | 75'018 CHF | 100.00% | 100.00% |
13.11.2024 | 2.71% | 0.35 CHF | 0.36 CHF | 192'000 | 192'000 | 191'938 | 191'938 | 69'817 CHF | 71'737 CHF | 100.00% | 100.00% |
12.11.2024 | 2.54% | 0.36 CHF | 0.37 CHF | 192'000 | 192'000 | 189'076 | 189'076 | 73'511 CHF | 75'402 CHF | 100.00% | 100.00% |
11.11.2024 | 1.99% | 0.46 CHF | 0.47 CHF | 183'000 | 183'000 | 182'388 | 182'388 | 90'650 CHF | 92'474 CHF | 100.00% | 100.00% |
08.11.2024 | 1.96% | 0.48 CHF | 0.49 CHF | 183'000 | 183'000 | 181'975 | 181'975 | 92'029 CHF | 93'848 CHF | 99.20% | 99.20% |