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 | 2.30% | 0.43 CHF | 0.44 CHF | 185'000 | 185'000 | 180'065 | 180'065 | 77'297 CHF | 79'098 CHF | 100.00% | 100.00% |
19.11.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 185'000 | 185'000 | 179'861 | 179'861 | 77'091 CHF | 78'890 CHF | 100.00% | 100.00% |
18.11.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 185'000 | 185'000 | 180'087 | 180'087 | 77'488 CHF | 79'289 CHF | 100.00% | 100.00% |
15.11.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 185'000 | 185'000 | 179'872 | 179'872 | 78'244 CHF | 80'043 CHF | 100.00% | 100.00% |
14.11.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 185'000 | 185'000 | 182'211 | 182'211 | 82'802 CHF | 84'624 CHF | 99.33% | 99.33% |
13.11.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 185'000 | 185'000 | 180'539 | 180'539 | 79'610 CHF | 81'415 CHF | 100.00% | 100.00% |
12.11.2024 | 2.25% | 0.45 CHF | 0.46 CHF | 185'000 | 185'000 | 179'309 | 179'309 | 78'656 CHF | 80'449 CHF | 98.86% | 100.00% |
11.11.2024 | 2.43% | 0.42 CHF | 0.43 CHF | 181'000 | 181'000 | 172'557 | 172'557 | 70'092 CHF | 71'817 CHF | 99.93% | 99.93% |
08.11.2024 | 2.61% | 0.40 CHF | 0.41 CHF | 177'000 | 177'000 | 168'894 | 168'894 | 64'000 CHF | 65'689 CHF | 100.00% | 100.00% |
07.11.2024 | 2.91% | 0.33 CHF | 0.34 CHF | 165'000 | 165'000 | 162'853 | 162'853 | 55'149 CHF | 56'778 CHF | 98.41% | 98.41% |