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 | 2.34% | 0.42 CHF | 0.43 CHF | 185'000 | 185'000 | 180'065 | 180'065 | 75'888 CHF | 77'689 CHF | 100.00% | 100.00% |
19.11.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 185'000 | 185'000 | 179'861 | 179'861 | 76'411 CHF | 78'210 CHF | 100.00% | 100.00% |
18.11.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 185'000 | 185'000 | 180'087 | 180'087 | 76'625 CHF | 78'425 CHF | 100.00% | 100.00% |
15.11.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 185'000 | 185'000 | 179'872 | 179'872 | 77'672 CHF | 79'471 CHF | 100.00% | 100.00% |
14.11.2024 | 2.19% | 0.44 CHF | 0.45 CHF | 185'000 | 185'000 | 182'214 | 182'214 | 82'203 CHF | 84'025 CHF | 99.39% | 99.39% |
13.11.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 185'000 | 185'000 | 180'539 | 180'539 | 78'930 CHF | 80'736 CHF | 100.00% | 100.00% |
12.11.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 185'000 | 185'000 | 179'309 | 179'309 | 77'925 CHF | 79'718 CHF | 98.86% | 100.00% |
11.11.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 181'000 | 181'000 | 172'557 | 172'557 | 69'430 CHF | 71'156 CHF | 99.93% | 99.93% |
08.11.2024 | 2.64% | 0.40 CHF | 0.41 CHF | 177'000 | 177'000 | 168'894 | 168'894 | 63'293 CHF | 64'982 CHF | 100.00% | 100.00% |
07.11.2024 | 2.93% | 0.33 CHF | 0.34 CHF | 165'000 | 165'000 | 162'853 | 162'853 | 54'703 CHF | 56'332 CHF | 98.41% | 98.41% |