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 | 3.26% | 0.30 CHF | 0.31 CHF | 170'900 | 170'900 | 170'900 | 170'900 | 51'506 CHF | 53'215 CHF | 100.00% | 100.00% |
19.11.2024 | 3.37% | 0.30 CHF | 0.31 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 49'674 CHF | 51'374 CHF | 100.00% | 100.00% |
18.11.2024 | 3.26% | 0.30 CHF | 0.31 CHF | 172'000 | 172'000 | 172'000 | 172'000 | 51'841 CHF | 53'561 CHF | 99.95% | 99.95% |
15.11.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 175'100 | 175'100 | 175'100 | 175'100 | 52'330 CHF | 54'081 CHF | 100.00% | 100.00% |
14.11.2024 | 3.41% | 0.29 CHF | 0.30 CHF | 178'300 | 178'300 | 178'300 | 178'300 | 51'477 CHF | 53'260 CHF | 100.00% | 100.00% |
13.11.2024 | 3.47% | 0.29 CHF | 0.30 CHF | 178'100 | 178'100 | 178'100 | 178'100 | 50'387 CHF | 52'168 CHF | 100.00% | 100.00% |
12.11.2024 | 3.42% | 0.28 CHF | 0.29 CHF | 173'300 | 173'300 | 173'300 | 173'300 | 49'848 CHF | 51'581 CHF | 99.85% | 99.85% |
11.11.2024 | 3.31% | 0.29 CHF | 0.30 CHF | 178'700 | 178'700 | 178'700 | 178'700 | 53'152 CHF | 54'939 CHF | 99.66% | 99.66% |
08.11.2024 | 3.48% | 0.29 CHF | 0.30 CHF | 176'500 | 176'500 | 176'500 | 176'500 | 49'862 CHF | 51'627 CHF | 99.46% | 99.46% |
07.11.2024 | 3.36% | 0.28 CHF | 0.29 CHF | 179'700 | 179'700 | 179'700 | 179'700 | 52'587 CHF | 54'384 CHF | 100.00% | 100.00% |