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 | 3.67% | 0.28 CHF | 0.29 CHF | 358'000 | 358'000 | 357'284 | 357'284 | 95'651 CHF | 99'223 CHF | 99.43% | 99.43% |
19.11.2024 | 3.40% | 0.29 CHF | 0.30 CHF | 367'000 | 367'000 | 364'130 | 364'130 | 105'659 CHF | 109'300 CHF | 99.41% | 99.41% |
18.11.2024 | 3.80% | 0.26 CHF | 0.27 CHF | 358'000 | 358'000 | 356'522 | 356'522 | 92'091 CHF | 95'657 CHF | 99.88% | 99.88% |
15.11.2024 | 3.64% | 0.27 CHF | 0.28 CHF | 358'000 | 358'000 | 356'524 | 356'524 | 96'244 CHF | 99'809 CHF | 100.00% | 100.00% |
14.11.2024 | 3.40% | 0.28 CHF | 0.29 CHF | 358'000 | 358'000 | 360'921 | 360'921 | 104'426 CHF | 108'035 CHF | 98.58% | 98.58% |
13.11.2024 | 3.26% | 0.32 CHF | 0.33 CHF | 367'000 | 367'000 | 364'488 | 364'488 | 110'098 CHF | 113'743 CHF | 100.00% | 100.00% |
12.11.2024 | 3.57% | 0.30 CHF | 0.31 CHF | 367'000 | 367'000 | 357'603 | 357'603 | 98'404 CHF | 101'980 CHF | 99.88% | 99.88% |
11.11.2024 | 3.49% | 0.26 CHF | 0.27 CHF | 358'000 | 358'000 | 357'549 | 357'549 | 100'678 CHF | 104'253 CHF | 100.00% | 100.00% |
08.11.2024 | 3.12% | 0.33 CHF | 0.34 CHF | 367'000 | 367'000 | 364'350 | 364'350 | 114'967 CHF | 118'611 CHF | 98.51% | 98.51% |
07.11.2024 | 3.83% | 0.27 CHF | 0.28 CHF | 358'000 | 358'000 | 349'267 | 349'267 | 89'589 CHF | 93'082 CHF | 100.00% | 100.00% |