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 | 3.73% | 0.25 CHF | 0.26 CHF | 195'800 | 195'800 | 190'472 | 190'472 | 50'194 CHF | 52'099 CHF | 100.00% | 100.00% |
19.11.2024 | 3.99% | 0.26 CHF | 0.27 CHF | 186'900 | 186'900 | 190'590 | 190'590 | 46'873 CHF | 48'779 CHF | 100.00% | 100.00% |
18.11.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 176'200 | 176'200 | 174'900 | 174'900 | 49'144 CHF | 50'893 CHF | 100.00% | 100.00% |
15.11.2024 | 3.38% | 0.30 CHF | 0.31 CHF | 184'900 | 184'900 | 185'290 | 185'290 | 53'919 CHF | 55'772 CHF | 100.00% | 100.00% |
14.11.2024 | 3.82% | 0.26 CHF | 0.27 CHF | 198'100 | 198'100 | 200'013 | 200'013 | 51'420 CHF | 53'420 CHF | 100.00% | 100.00% |
13.11.2024 | 3.74% | 0.25 CHF | 0.26 CHF | 190'900 | 190'900 | 186'031 | 186'031 | 48'883 CHF | 50'744 CHF | 100.00% | 100.00% |
12.11.2024 | 3.51% | 0.27 CHF | 0.28 CHF | 178'200 | 178'200 | 177'464 | 177'464 | 49'692 CHF | 51'466 CHF | 99.85% | 99.85% |
11.11.2024 | 3.48% | 0.29 CHF | 0.30 CHF | 177'600 | 177'600 | 182'062 | 182'062 | 51'473 CHF | 53'294 CHF | 99.68% | 99.68% |
08.11.2024 | 3.48% | 0.28 CHF | 0.29 CHF | 188'700 | 188'700 | 187'081 | 187'081 | 52'776 CHF | 54'647 CHF | 99.17% | 99.17% |
07.11.2024 | 3.58% | 0.28 CHF | 0.29 CHF | 185'700 | 185'700 | 184'934 | 184'934 | 50'698 CHF | 52'547 CHF | 100.00% | 100.00% |