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 | 3.94% | 0.23 CHF | 0.24 CHF | 140'000 | 140'000 | 136'194 | 136'194 | 33'957 CHF | 35'319 CHF | 100.00% | 100.00% |
19.11.2024 | 4.37% | 0.25 CHF | 0.26 CHF | 136'000 | 136'000 | 138'684 | 138'684 | 31'115 CHF | 32'502 CHF | 100.00% | 100.00% |
18.11.2024 | 3.66% | 0.26 CHF | 0.27 CHF | 136'000 | 136'000 | 134'995 | 134'995 | 36'255 CHF | 37'605 CHF | 100.00% | 100.00% |
15.11.2024 | 3.50% | 0.29 CHF | 0.30 CHF | 132'000 | 132'000 | 132'280 | 132'280 | 37'178 CHF | 38'501 CHF | 100.00% | 100.00% |
14.11.2024 | 4.18% | 0.25 CHF | 0.26 CHF | 136'000 | 136'000 | 137'327 | 137'327 | 32'151 CHF | 33'524 CHF | 100.00% | 100.00% |
13.11.2024 | 4.03% | 0.23 CHF | 0.24 CHF | 140'000 | 140'000 | 136'398 | 136'398 | 33'187 CHF | 34'550 CHF | 100.00% | 100.00% |
12.11.2024 | 3.68% | 0.26 CHF | 0.27 CHF | 136'000 | 136'000 | 135'438 | 135'438 | 36'140 CHF | 37'495 CHF | 99.85% | 99.85% |
11.11.2024 | 3.63% | 0.28 CHF | 0.29 CHF | 132'000 | 132'000 | 135'307 | 135'307 | 36'573 CHF | 37'926 CHF | 99.71% | 99.71% |
08.11.2024 | 3.65% | 0.26 CHF | 0.27 CHF | 136'000 | 136'000 | 134'841 | 134'841 | 36'248 CHF | 37'596 CHF | 100.00% | 100.00% |
07.11.2024 | 3.82% | 0.26 CHF | 0.27 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 34'817 CHF | 36'171 CHF | 100.00% | 100.00% |