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 | 2.56% | 0.38 CHF | 0.39 CHF | 166'000 | 166'000 | 164'553 | 164'553 | 63'596 CHF | 65'241 CHF | 100.00% | 100.00% |
19.11.2024 | 2.63% | 0.39 CHF | 0.40 CHF | 164'000 | 164'000 | 165'537 | 165'537 | 62'238 CHF | 63'894 CHF | 99.91% | 99.91% |
18.11.2024 | 2.56% | 0.39 CHF | 0.40 CHF | 164'000 | 164'000 | 164'764 | 164'764 | 63'459 CHF | 65'106 CHF | 100.00% | 100.00% |
15.11.2024 | 2.33% | 0.41 CHF | 0.42 CHF | 164'000 | 164'000 | 163'985 | 163'985 | 69'670 CHF | 71'309 CHF | 100.00% | 100.00% |
14.11.2024 | 2.18% | 0.48 CHF | 0.49 CHF | 162'000 | 162'000 | 162'417 | 162'417 | 73'883 CHF | 75'507 CHF | 100.00% | 100.00% |
13.11.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 164'000 | 164'000 | 163'695 | 163'695 | 70'824 CHF | 72'461 CHF | 100.00% | 100.00% |
12.11.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 162'000 | 162'000 | 162'000 | 162'000 | 76'679 CHF | 78'299 CHF | 99.93% | 99.93% |
11.11.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 162'000 | 162'000 | 160'732 | 160'732 | 81'175 CHF | 82'782 CHF | 100.00% | 100.00% |
08.11.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 162'000 | 162'000 | 161'154 | 161'154 | 80'699 CHF | 82'310 CHF | 98.97% | 98.97% |
07.11.2024 | 1.90% | 0.49 CHF | 0.50 CHF | 162'000 | 162'000 | 160'470 | 160'470 | 83'582 CHF | 85'187 CHF | 100.00% | 100.00% |