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 | 2.50% | 0.41 CHF | 0.42 CHF | 140'000 | 140'000 | 136'194 | 136'194 | 53'848 CHF | 55'210 CHF | 100.00% | 100.00% |
19.11.2024 | 2.36% | 0.40 CHF | 0.41 CHF | 136'000 | 136'000 | 138'685 | 138'685 | 58'120 CHF | 59'507 CHF | 100.00% | 100.00% |
18.11.2024 | 2.62% | 0.38 CHF | 0.39 CHF | 136'000 | 136'000 | 134'995 | 134'995 | 50'873 CHF | 52'223 CHF | 100.00% | 100.00% |
15.11.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 132'000 | 132'000 | 132'280 | 132'280 | 48'659 CHF | 49'982 CHF | 100.00% | 100.00% |
14.11.2024 | 2.40% | 0.40 CHF | 0.41 CHF | 136'000 | 136'000 | 137'326 | 137'326 | 56'520 CHF | 57'893 CHF | 100.00% | 100.00% |
13.11.2024 | 2.44% | 0.42 CHF | 0.43 CHF | 140'000 | 140'000 | 136'398 | 136'398 | 55'256 CHF | 56'620 CHF | 100.00% | 100.00% |
12.11.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 136'000 | 136'000 | 135'438 | 135'438 | 51'773 CHF | 53'127 CHF | 99.85% | 99.85% |
11.11.2024 | 2.60% | 0.37 CHF | 0.38 CHF | 132'000 | 132'000 | 135'306 | 135'306 | 51'317 CHF | 52'671 CHF | 99.72% | 99.72% |
08.11.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 136'000 | 136'000 | 134'841 | 134'841 | 51'523 CHF | 52'871 CHF | 100.00% | 100.00% |
07.11.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 53'721 CHF | 55'075 CHF | 100.00% | 100.00% |