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 | 2.66% | 0.38 CHF | 0.39 CHF | 212'000 | 212'000 | 210'883 | 210'883 | 78'339 CHF | 80'447 CHF | 100.00% | 100.00% |
19.11.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 208'000 | 208'000 | 205'921 | 205'921 | 71'787 CHF | 73'846 CHF | 100.00% | 100.00% |
18.11.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 204'000 | 204'000 | 204'000 | 204'000 | 69'345 CHF | 71'385 CHF | 100.00% | 100.00% |
15.11.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 200'277 | 200'277 | 66'475 CHF | 68'478 CHF | 100.00% | 100.00% |
14.11.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 202'717 | 202'717 | 68'323 CHF | 70'350 CHF | 99.33% | 99.33% |
13.11.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 204'000 | 204'000 | 202'276 | 202'276 | 68'148 CHF | 70'171 CHF | 100.00% | 100.00% |
12.11.2024 | 2.98% | 0.34 CHF | 0.35 CHF | 204'000 | 204'000 | 200'639 | 200'639 | 66'266 CHF | 68'272 CHF | 100.00% | 100.00% |
11.11.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 199'995 | 199'995 | 64'031 CHF | 66'031 CHF | 99.93% | 99.93% |
08.11.2024 | 2.91% | 0.34 CHF | 0.35 CHF | 204'000 | 204'000 | 203'040 | 203'040 | 68'817 CHF | 70'848 CHF | 100.00% | 100.00% |
07.11.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 199'992 | 199'992 | 65'800 CHF | 67'800 CHF | 100.00% | 100.00% |