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 | 3.85% | 0.26 CHF | 0.27 CHF | 322'100 | 322'100 | 143'480 | 143'480 | 37'250 CHF | 38'688 CHF | 99.36% | 99.36% |
19.11.2024 | 5.07% | 0.26 CHF | 0.27 CHF | 321'900 | 321'900 | 145'170 | 145'170 | 35'903 CHF | 37'572 CHF | 100.00% | 100.00% |
18.11.2024 | 3.82% | 0.26 CHF | 0.27 CHF | 315'300 | 315'300 | 140'091 | 140'091 | 36'411 CHF | 37'814 CHF | 99.78% | 99.78% |
15.11.2024 | 3.83% | 0.27 CHF | 0.28 CHF | 305'000 | 305'000 | 136'548 | 136'548 | 36'715 CHF | 38'098 CHF | 100.00% | 100.00% |
14.11.2024 | 3.68% | 0.28 CHF | 0.29 CHF | 305'600 | 305'600 | 137'258 | 137'258 | 37'627 CHF | 39'002 CHF | 98.52% | 98.52% |
13.11.2024 | 3.69% | 0.27 CHF | 0.28 CHF | 305'600 | 305'600 | 136'240 | 136'240 | 37'068 CHF | 38'433 CHF | 100.00% | 100.00% |
12.11.2024 | 3.48% | 0.28 CHF | 0.29 CHF | 286'500 | 286'500 | 126'597 | 126'597 | 36'499 CHF | 37'768 CHF | 99.88% | 99.88% |
11.11.2024 | 3.58% | 0.30 CHF | 0.31 CHF | 303'100 | 303'100 | 135'711 | 135'711 | 38'935 CHF | 40'299 CHF | 99.90% | 99.90% |
08.11.2024 | 3.73% | 0.28 CHF | 0.29 CHF | 312'100 | 312'100 | 140'859 | 140'859 | 37'763 CHF | 39'174 CHF | 99.05% | 99.05% |
07.11.2024 | 3.34% | 0.26 CHF | 0.27 CHF | 279'100 | 279'100 | 121'794 | 121'794 | 35'500 CHF | 36'721 CHF | 100.00% | 100.00% |