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 | 5.77% | 0.17 CHF | 0.18 CHF | 149'300 | 149'300 | 147'521 | 147'521 | 24'841 CHF | 26'316 CHF | 100.00% | 100.00% |
19.11.2024 | 5.81% | 0.17 CHF | 0.18 CHF | 139'100 | 139'100 | 141'543 | 141'543 | 23'648 CHF | 25'063 CHF | 100.00% | 100.00% |
18.11.2024 | 5.36% | 0.18 CHF | 0.19 CHF | 138'400 | 138'400 | 138'098 | 138'098 | 25'099 CHF | 26'480 CHF | 100.00% | 100.00% |
15.11.2024 | 5.26% | 0.19 CHF | 0.20 CHF | 140'800 | 140'800 | 138'433 | 138'433 | 25'649 CHF | 27'033 CHF | 100.00% | 100.00% |
14.11.2024 | 5.58% | 0.18 CHF | 0.19 CHF | 143'900 | 143'900 | 144'370 | 144'370 | 25'173 CHF | 26'617 CHF | 100.00% | 100.00% |
13.11.2024 | 5.50% | 0.18 CHF | 0.19 CHF | 135'200 | 135'200 | 135'200 | 135'200 | 23'908 CHF | 25'260 CHF | 100.00% | 100.00% |
12.11.2024 | 5.21% | 0.18 CHF | 0.19 CHF | 121'400 | 121'400 | 119'450 | 119'450 | 22'353 CHF | 23'547 CHF | 99.86% | 99.86% |
11.11.2024 | 4.33% | 0.23 CHF | 0.24 CHF | 118'000 | 118'000 | 117'951 | 117'951 | 26'686 CHF | 27'865 CHF | 99.69% | 99.69% |
08.11.2024 | 4.40% | 0.22 CHF | 0.23 CHF | 107'800 | 107'800 | 107'779 | 107'779 | 23'960 CHF | 25'038 CHF | 100.00% | 100.00% |
07.11.2024 | 3.94% | 0.25 CHF | 0.26 CHF | 107'300 | 107'300 | 106'858 | 106'858 | 26'603 CHF | 27'672 CHF | 99.44% | 99.44% |