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 | 2.75% | 0.34 CHF | 0.35 CHF | 140'000 | 140'000 | 136'194 | 136'194 | 48'904 CHF | 50'266 CHF | 100.00% | 100.00% |
19.11.2024 | 2.95% | 0.36 CHF | 0.37 CHF | 136'000 | 136'000 | 138'683 | 138'683 | 46'345 CHF | 47'732 CHF | 100.00% | 100.00% |
18.11.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 136'000 | 136'000 | 134'995 | 134'995 | 51'536 CHF | 52'886 CHF | 100.00% | 100.00% |
15.11.2024 | 2.52% | 0.40 CHF | 0.41 CHF | 132'000 | 132'000 | 132'280 | 132'280 | 51'942 CHF | 53'265 CHF | 100.00% | 100.00% |
14.11.2024 | 2.84% | 0.36 CHF | 0.37 CHF | 136'000 | 136'000 | 137'326 | 137'326 | 47'633 CHF | 49'006 CHF | 100.00% | 100.00% |
13.11.2024 | 2.79% | 0.33 CHF | 0.34 CHF | 140'000 | 140'000 | 136'398 | 136'398 | 48'226 CHF | 49'590 CHF | 100.00% | 100.00% |
12.11.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 51'042 CHF | 52'396 CHF | 99.87% | 99.87% |
11.11.2024 | 2.59% | 0.39 CHF | 0.40 CHF | 132'000 | 132'000 | 135'307 | 135'307 | 51'500 CHF | 52'854 CHF | 99.72% | 99.72% |
08.11.2024 | 2.59% | 0.37 CHF | 0.38 CHF | 136'000 | 136'000 | 134'840 | 134'840 | 51'454 CHF | 52'802 CHF | 100.00% | 100.00% |
07.11.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 50'112 CHF | 51'466 CHF | 100.00% | 100.00% |