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% | 0.37 CHF | 0.38 CHF | 185'000 | 185'000 | 180'065 | 180'065 | 66'624 CHF | 68'425 CHF | 100.00% | 100.00% |
19.11.2024 | 2.66% | 0.38 CHF | 0.39 CHF | 185'000 | 185'000 | 179'861 | 179'861 | 66'638 CHF | 68'437 CHF | 100.00% | 100.00% |
18.11.2024 | 2.65% | 0.37 CHF | 0.38 CHF | 185'000 | 185'000 | 180'087 | 180'087 | 67'002 CHF | 68'803 CHF | 100.00% | 100.00% |
15.11.2024 | 2.61% | 0.38 CHF | 0.39 CHF | 185'000 | 185'000 | 179'871 | 179'871 | 67'944 CHF | 69'743 CHF | 100.00% | 100.00% |
14.11.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 185'000 | 185'000 | 182'207 | 182'207 | 72'159 CHF | 73'981 CHF | 99.33% | 99.33% |
13.11.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 185'000 | 185'000 | 180'538 | 180'538 | 69'162 CHF | 70'968 CHF | 100.00% | 100.00% |
12.11.2024 | 2.59% | 0.39 CHF | 0.40 CHF | 185'000 | 185'000 | 179'308 | 179'308 | 68'230 CHF | 70'023 CHF | 98.86% | 100.00% |
11.11.2024 | 2.84% | 0.36 CHF | 0.37 CHF | 181'000 | 181'000 | 172'557 | 172'557 | 59'953 CHF | 61'678 CHF | 99.93% | 99.93% |
08.11.2024 | 3.07% | 0.34 CHF | 0.35 CHF | 177'000 | 177'000 | 168'896 | 168'896 | 54'191 CHF | 55'880 CHF | 100.00% | 100.00% |
07.11.2024 | 3.50% | 0.27 CHF | 0.28 CHF | 165'000 | 165'000 | 162'854 | 162'854 | 45'779 CHF | 47'407 CHF | 98.41% | 98.41% |