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 | 2.54% | 0.39 CHF | 0.40 CHF | 144'000 | 144'000 | 142'517 | 142'517 | 55'473 CHF | 56'898 CHF | 100.00% | 100.00% |
20.11.2024 | 2.83% | 0.37 CHF | 0.38 CHF | 140'000 | 140'000 | 136'194 | 136'194 | 47'545 CHF | 48'907 CHF | 100.00% | 100.00% |
19.11.2024 | 2.66% | 0.35 CHF | 0.36 CHF | 136'000 | 136'000 | 138'683 | 138'683 | 51'491 CHF | 52'878 CHF | 100.00% | 100.00% |
18.11.2024 | 2.98% | 0.34 CHF | 0.35 CHF | 136'000 | 136'000 | 134'994 | 134'994 | 44'616 CHF | 45'966 CHF | 100.00% | 100.00% |
15.11.2024 | 3.09% | 0.31 CHF | 0.32 CHF | 132'000 | 132'000 | 132'280 | 132'280 | 42'268 CHF | 43'591 CHF | 100.00% | 100.00% |
14.11.2024 | 2.71% | 0.35 CHF | 0.36 CHF | 136'000 | 136'000 | 137'327 | 137'327 | 50'091 CHF | 51'464 CHF | 100.00% | 100.00% |
13.11.2024 | 2.75% | 0.38 CHF | 0.39 CHF | 140'000 | 140'000 | 136'398 | 136'398 | 48'914 CHF | 50'278 CHF | 100.00% | 100.00% |
12.11.2024 | 2.93% | 0.35 CHF | 0.36 CHF | 136'000 | 136'000 | 135'438 | 135'438 | 45'488 CHF | 46'843 CHF | 99.85% | 99.85% |
11.11.2024 | 2.95% | 0.32 CHF | 0.33 CHF | 132'000 | 132'000 | 135'307 | 135'307 | 45'125 CHF | 46'478 CHF | 99.70% | 99.70% |
08.11.2024 | 2.95% | 0.34 CHF | 0.35 CHF | 136'000 | 136'000 | 134'841 | 134'841 | 45'123 CHF | 46'471 CHF | 100.00% | 100.00% |