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 | 2.24% | 0.46 CHF | 0.47 CHF | 140'000 | 140'000 | 136'194 | 136'194 | 60'119 CHF | 61'481 CHF | 100.00% | 100.00% |
19.11.2024 | 2.13% | 0.44 CHF | 0.45 CHF | 136'000 | 136'000 | 138'685 | 138'685 | 64'530 CHF | 65'917 CHF | 100.00% | 100.00% |
18.11.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 136'000 | 136'000 | 134'995 | 134'995 | 57'200 CHF | 58'550 CHF | 100.00% | 100.00% |
15.11.2024 | 2.39% | 0.40 CHF | 0.41 CHF | 132'000 | 132'000 | 132'280 | 132'280 | 54'754 CHF | 56'077 CHF | 100.00% | 100.00% |
14.11.2024 | 2.16% | 0.45 CHF | 0.46 CHF | 136'000 | 136'000 | 137'327 | 137'327 | 63'029 CHF | 64'402 CHF | 100.00% | 100.00% |
13.11.2024 | 2.18% | 0.47 CHF | 0.48 CHF | 140'000 | 140'000 | 136'398 | 136'398 | 61'810 CHF | 63'174 CHF | 100.00% | 100.00% |
12.11.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 58'096 CHF | 59'451 CHF | 99.85% | 99.85% |
11.11.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 132'000 | 132'000 | 135'306 | 135'306 | 57'712 CHF | 59'065 CHF | 99.72% | 99.72% |
08.11.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 136'000 | 136'000 | 134'839 | 134'839 | 57'861 CHF | 59'209 CHF | 100.00% | 100.00% |
07.11.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 60'037 CHF | 61'392 CHF | 100.00% | 100.00% |