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 | 4.00% | 0.26 CHF | 0.27 CHF | 358'000 | 358'000 | 357'284 | 357'284 | 87'603 CHF | 91'176 CHF | 99.47% | 99.47% |
19.11.2024 | 3.67% | 0.27 CHF | 0.28 CHF | 367'000 | 367'000 | 364'122 | 364'122 | 97'750 CHF | 101'391 CHF | 99.18% | 99.18% |
18.11.2024 | 4.13% | 0.24 CHF | 0.25 CHF | 358'000 | 358'000 | 356'523 | 356'523 | 84'462 CHF | 88'027 CHF | 99.89% | 99.89% |
15.11.2024 | 3.94% | 0.25 CHF | 0.26 CHF | 358'000 | 358'000 | 356'524 | 356'524 | 88'798 CHF | 92'364 CHF | 100.00% | 100.00% |
14.11.2024 | 3.66% | 0.26 CHF | 0.27 CHF | 358'000 | 358'000 | 360'921 | 360'921 | 96'983 CHF | 100'592 CHF | 98.63% | 98.63% |
13.11.2024 | 3.50% | 0.30 CHF | 0.31 CHF | 367'000 | 367'000 | 364'487 | 364'487 | 102'568 CHF | 106'213 CHF | 100.00% | 100.00% |
12.11.2024 | 3.88% | 0.28 CHF | 0.29 CHF | 367'000 | 367'000 | 357'602 | 357'602 | 90'534 CHF | 94'110 CHF | 99.88% | 99.88% |
11.11.2024 | 3.78% | 0.24 CHF | 0.25 CHF | 358'000 | 358'000 | 357'548 | 357'548 | 93'043 CHF | 96'619 CHF | 100.00% | 100.00% |
08.11.2024 | 3.35% | 0.30 CHF | 0.31 CHF | 367'000 | 367'000 | 364'349 | 364'349 | 107'101 CHF | 110'745 CHF | 98.49% | 98.49% |
07.11.2024 | 4.19% | 0.25 CHF | 0.26 CHF | 358'000 | 358'000 | 349'263 | 349'263 | 81'694 CHF | 85'187 CHF | 100.00% | 100.00% |