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 | 2.67% | 0.35 CHF | 0.36 CHF | 140'000 | 140'000 | 136'193 | 136'193 | 50'295 CHF | 51'657 CHF | 100.00% | 100.00% |
19.11.2024 | 2.86% | 0.37 CHF | 0.38 CHF | 136'000 | 136'000 | 138'683 | 138'683 | 47'848 CHF | 49'235 CHF | 100.00% | 100.00% |
18.11.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 136'000 | 136'000 | 134'994 | 134'994 | 52'909 CHF | 54'259 CHF | 100.00% | 100.00% |
15.11.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 132'000 | 132'000 | 132'280 | 132'280 | 53'274 CHF | 54'596 CHF | 100.00% | 100.00% |
14.11.2024 | 2.76% | 0.37 CHF | 0.38 CHF | 136'000 | 136'000 | 137'326 | 137'326 | 49'065 CHF | 50'439 CHF | 100.00% | 100.00% |
13.11.2024 | 2.71% | 0.34 CHF | 0.35 CHF | 140'000 | 140'000 | 136'398 | 136'398 | 49'668 CHF | 51'032 CHF | 100.00% | 100.00% |
12.11.2024 | 2.55% | 0.38 CHF | 0.39 CHF | 136'000 | 136'000 | 135'438 | 135'438 | 52'419 CHF | 53'773 CHF | 99.85% | 99.85% |
11.11.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 132'000 | 132'000 | 135'307 | 135'307 | 52'894 CHF | 54'247 CHF | 99.64% | 99.64% |
08.11.2024 | 2.52% | 0.38 CHF | 0.39 CHF | 136'000 | 136'000 | 134'834 | 134'834 | 52'834 CHF | 54'183 CHF | 99.44% | 99.44% |
07.11.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 51'505 CHF | 52'859 CHF | 100.00% | 100.00% |