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 | 3.76% | 0.24 CHF | 0.25 CHF | 140'000 | 140'000 | 136'193 | 136'193 | 35'596 CHF | 36'958 CHF | 100.00% | 100.00% |
19.11.2024 | 4.12% | 0.26 CHF | 0.27 CHF | 136'000 | 136'000 | 138'683 | 138'683 | 33'020 CHF | 34'406 CHF | 100.00% | 100.00% |
18.11.2024 | 3.48% | 0.28 CHF | 0.29 CHF | 136'000 | 136'000 | 134'995 | 134'995 | 38'114 CHF | 39'464 CHF | 100.00% | 100.00% |
15.11.2024 | 3.36% | 0.30 CHF | 0.31 CHF | 132'000 | 132'000 | 132'280 | 132'280 | 38'735 CHF | 40'058 CHF | 100.00% | 100.00% |
14.11.2024 | 3.96% | 0.26 CHF | 0.27 CHF | 136'000 | 136'000 | 137'326 | 137'326 | 33'997 CHF | 35'370 CHF | 100.00% | 100.00% |
13.11.2024 | 3.86% | 0.24 CHF | 0.25 CHF | 140'000 | 140'000 | 136'398 | 136'398 | 34'662 CHF | 36'026 CHF | 100.00% | 100.00% |
12.11.2024 | 3.52% | 0.27 CHF | 0.28 CHF | 136'000 | 136'000 | 135'438 | 135'438 | 37'819 CHF | 39'173 CHF | 99.85% | 99.85% |
11.11.2024 | 3.48% | 0.29 CHF | 0.30 CHF | 132'000 | 132'000 | 135'306 | 135'306 | 38'253 CHF | 39'606 CHF | 99.64% | 99.64% |
08.11.2024 | 3.49% | 0.27 CHF | 0.28 CHF | 136'000 | 136'000 | 134'834 | 134'834 | 38'004 CHF | 39'353 CHF | 99.44% | 99.44% |
07.11.2024 | 3.64% | 0.27 CHF | 0.28 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 36'541 CHF | 37'896 CHF | 100.00% | 100.00% |