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 | 5.37% | 0.18 CHF | 0.19 CHF | 296'700 | 296'700 | 295'140 | 295'140 | 53'531 CHF | 56'483 CHF | 100.00% | 100.00% |
19.11.2024 | 4.73% | 0.20 CHF | 0.21 CHF | 238'200 | 238'200 | 235'862 | 235'862 | 48'679 CHF | 51'038 CHF | 100.00% | 100.00% |
18.11.2024 | 4.53% | 0.22 CHF | 0.23 CHF | 232'500 | 232'500 | 232'500 | 232'500 | 50'136 CHF | 52'461 CHF | 100.00% | 100.00% |
15.11.2024 | 4.38% | 0.22 CHF | 0.23 CHF | 224'100 | 224'100 | 224'405 | 224'405 | 50'157 CHF | 52'401 CHF | 100.00% | 100.00% |
14.11.2024 | 4.48% | 0.23 CHF | 0.24 CHF | 231'000 | 231'000 | 234'123 | 234'123 | 51'083 CHF | 53'424 CHF | 99.35% | 99.35% |
13.11.2024 | 4.48% | 0.22 CHF | 0.23 CHF | 233'200 | 233'200 | 231'261 | 231'261 | 50'479 CHF | 52'791 CHF | 100.00% | 100.00% |
12.11.2024 | 4.34% | 0.22 CHF | 0.23 CHF | 221'500 | 221'500 | 217'886 | 217'886 | 49'079 CHF | 51'258 CHF | 100.00% | 100.00% |
11.11.2024 | 4.17% | 0.23 CHF | 0.24 CHF | 226'500 | 226'500 | 226'492 | 226'492 | 53'242 CHF | 55'507 CHF | 99.93% | 99.93% |
08.11.2024 | 4.47% | 0.22 CHF | 0.23 CHF | 225'500 | 225'500 | 224'445 | 224'445 | 49'114 CHF | 51'359 CHF | 100.00% | 100.00% |
07.11.2024 | 4.21% | 0.23 CHF | 0.24 CHF | 215'900 | 215'900 | 215'891 | 215'891 | 50'239 CHF | 52'398 CHF | 100.00% | 100.00% |