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% | 0.27 CHF | 0.28 CHF | 212'000 | 212'000 | 210'883 | 210'883 | 55'022 CHF | 57'130 CHF | 100.00% | 100.00% |
19.11.2024 | 4.15% | 0.25 CHF | 0.26 CHF | 208'000 | 208'000 | 205'921 | 205'921 | 48'606 CHF | 50'665 CHF | 100.00% | 100.00% |
18.11.2024 | 4.29% | 0.23 CHF | 0.24 CHF | 204'000 | 204'000 | 204'000 | 204'000 | 46'509 CHF | 48'549 CHF | 100.00% | 100.00% |
15.11.2024 | 4.43% | 0.22 CHF | 0.23 CHF | 200'000 | 200'000 | 200'277 | 200'277 | 44'166 CHF | 46'169 CHF | 100.00% | 100.00% |
14.11.2024 | 4.35% | 0.22 CHF | 0.23 CHF | 200'000 | 200'000 | 202'717 | 202'717 | 45'615 CHF | 47'642 CHF | 99.39% | 99.39% |
13.11.2024 | 4.33% | 0.23 CHF | 0.24 CHF | 204'000 | 204'000 | 202'277 | 202'277 | 45'770 CHF | 47'793 CHF | 100.00% | 100.00% |
12.11.2024 | 4.47% | 0.23 CHF | 0.24 CHF | 204'000 | 204'000 | 200'639 | 200'639 | 43'943 CHF | 45'949 CHF | 100.00% | 100.00% |
11.11.2024 | 4.67% | 0.21 CHF | 0.22 CHF | 200'000 | 200'000 | 199'995 | 199'995 | 41'866 CHF | 43'866 CHF | 99.93% | 99.93% |
08.11.2024 | 4.30% | 0.23 CHF | 0.24 CHF | 204'000 | 204'000 | 203'038 | 203'038 | 46'269 CHF | 48'299 CHF | 100.00% | 100.00% |
07.11.2024 | 4.54% | 0.22 CHF | 0.23 CHF | 200'000 | 200'000 | 199'991 | 199'991 | 43'082 CHF | 45'082 CHF | 100.00% | 100.00% |