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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 2.87% | 0.35 CHF | 0.36 CHF | 144'000 | 144'000 | 142'518 | 142'518 | 48'984 CHF | 50'409 CHF | 99.67% | 99.67% |
20.11.2024 | 3.27% | 0.32 CHF | 0.33 CHF | 140'000 | 140'000 | 136'194 | 136'194 | 41'043 CHF | 42'405 CHF | 99.91% | 99.91% |
19.11.2024 | 3.03% | 0.30 CHF | 0.31 CHF | 136'000 | 136'000 | 138'686 | 138'686 | 45'152 CHF | 46'539 CHF | 98.43% | 98.43% |
18.11.2024 | 3.47% | 0.29 CHF | 0.30 CHF | 136'000 | 136'000 | 134'995 | 134'995 | 38'271 CHF | 39'621 CHF | 100.00% | 100.00% |
15.11.2024 | 3.60% | 0.26 CHF | 0.27 CHF | 132'000 | 132'000 | 132'277 | 132'277 | 36'118 CHF | 37'441 CHF | 99.75% | 99.75% |
14.11.2024 | 3.09% | 0.31 CHF | 0.32 CHF | 136'000 | 136'000 | 137'325 | 137'325 | 43'721 CHF | 45'095 CHF | 99.56% | 99.56% |
13.11.2024 | 3.15% | 0.33 CHF | 0.34 CHF | 140'000 | 140'000 | 136'390 | 136'390 | 42'659 CHF | 44'023 CHF | 99.56% | 99.56% |
12.11.2024 | 3.41% | 0.30 CHF | 0.31 CHF | 136'000 | 136'000 | 135'440 | 135'440 | 39'070 CHF | 40'425 CHF | 99.85% | 99.85% |
11.11.2024 | 3.44% | 0.28 CHF | 0.29 CHF | 132'000 | 132'000 | 135'306 | 135'306 | 38'721 CHF | 40'074 CHF | 99.73% | 99.73% |
08.11.2024 | 3.41% | 0.29 CHF | 0.30 CHF | 136'000 | 136'000 | 134'840 | 134'840 | 38'854 CHF | 40'203 CHF | 100.00% | 100.00% |