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 | 2.41% | 0.39 CHF | 0.40 CHF | 196'000 | 196'000 | 193'124 | 193'124 | 79'296 CHF | 81'227 CHF | 100.00% | 100.00% |
19.11.2024 | 2.45% | 0.42 CHF | 0.43 CHF | 192'000 | 192'000 | 193'847 | 193'847 | 78'067 CHF | 80'005 CHF | 100.00% | 100.00% |
18.11.2024 | 2.18% | 0.44 CHF | 0.45 CHF | 192'000 | 192'000 | 190'953 | 190'953 | 86'712 CHF | 88'622 CHF | 100.00% | 100.00% |
15.11.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 188'000 | 188'000 | 188'000 | 188'000 | 94'552 CHF | 96'432 CHF | 100.00% | 100.00% |
14.11.2024 | 2.16% | 0.50 CHF | 0.51 CHF | 188'000 | 188'000 | 190'131 | 190'131 | 87'385 CHF | 89'286 CHF | 100.00% | 100.00% |
13.11.2024 | 2.25% | 0.43 CHF | 0.44 CHF | 192'000 | 192'000 | 191'938 | 191'938 | 84'332 CHF | 86'251 CHF | 100.00% | 100.00% |
12.11.2024 | 2.13% | 0.43 CHF | 0.44 CHF | 192'000 | 192'000 | 189'076 | 189'076 | 87'903 CHF | 89'794 CHF | 100.00% | 100.00% |
11.11.2024 | 1.74% | 0.54 CHF | 0.55 CHF | 183'000 | 183'000 | 182'388 | 182'388 | 104'175 CHF | 105'998 CHF | 100.00% | 100.00% |
08.11.2024 | 1.71% | 0.55 CHF | 0.56 CHF | 183'000 | 183'000 | 181'976 | 181'976 | 105'608 CHF | 107'428 CHF | 99.19% | 99.19% |
07.11.2024 | 1.37% | 0.70 CHF | 0.71 CHF | 175'000 | 175'000 | 173'176 | 173'176 | 125'139 CHF | 126'871 CHF | 100.00% | 100.00% |