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 | 2.18% | 0.42 CHF | 0.43 CHF | 167'000 | 167'000 | 166'311 | 166'311 | 75'556 CHF | 77'219 CHF | 100.00% | 100.00% |
19.11.2024 | 2.17% | 0.46 CHF | 0.47 CHF | 167'000 | 167'000 | 166'311 | 166'311 | 75'793 CHF | 77'456 CHF | 100.00% | 100.00% |
18.11.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 167'000 | 167'000 | 166'266 | 166'266 | 84'275 CHF | 85'938 CHF | 100.00% | 100.00% |
15.11.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 167'000 | 167'000 | 166'311 | 166'311 | 81'404 CHF | 83'067 CHF | 100.00% | 100.00% |
14.11.2024 | 2.27% | 0.46 CHF | 0.47 CHF | 167'000 | 167'000 | 166'308 | 166'308 | 72'691 CHF | 74'354 CHF | 99.33% | 99.33% |
13.11.2024 | 2.50% | 0.38 CHF | 0.39 CHF | 167'000 | 167'000 | 166'933 | 166'933 | 66'014 CHF | 67'683 CHF | 100.00% | 100.00% |
12.11.2024 | 2.09% | 0.43 CHF | 0.44 CHF | 167'000 | 167'000 | 166'314 | 166'314 | 78'813 CHF | 80'476 CHF | 100.00% | 100.00% |
11.11.2024 | 2.13% | 0.48 CHF | 0.49 CHF | 167'000 | 167'000 | 166'312 | 166'312 | 77'275 CHF | 78'938 CHF | 99.93% | 99.93% |
08.11.2024 | 2.15% | 0.44 CHF | 0.45 CHF | 167'000 | 167'000 | 166'311 | 166'311 | 76'649 CHF | 78'312 CHF | 100.00% | 100.00% |
07.11.2024 | 1.89% | 0.55 CHF | 0.56 CHF | 164'000 | 164'000 | 164'668 | 164'668 | 86'474 CHF | 88'120 CHF | 100.00% | 100.00% |