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 | 3.90% | 0.27 CHF | 0.28 CHF | 140'000 | 140'000 | 136'194 | 136'194 | 34'333 CHF | 35'695 CHF | 100.00% | 100.00% |
19.11.2024 | 3.55% | 0.25 CHF | 0.26 CHF | 136'000 | 136'000 | 138'684 | 138'684 | 38'444 CHF | 39'831 CHF | 100.00% | 100.00% |
18.11.2024 | 4.18% | 0.24 CHF | 0.25 CHF | 136'000 | 136'000 | 134'995 | 134'995 | 31'631 CHF | 32'981 CHF | 100.00% | 100.00% |
15.11.2024 | 4.34% | 0.22 CHF | 0.23 CHF | 132'000 | 132'000 | 132'280 | 132'280 | 29'925 CHF | 31'247 CHF | 100.00% | 100.00% |
14.11.2024 | 3.62% | 0.26 CHF | 0.27 CHF | 136'000 | 136'000 | 137'327 | 137'327 | 37'249 CHF | 38'622 CHF | 100.00% | 100.00% |
13.11.2024 | 3.72% | 0.28 CHF | 0.29 CHF | 140'000 | 140'000 | 136'398 | 136'398 | 36'095 CHF | 37'459 CHF | 100.00% | 100.00% |
12.11.2024 | 4.06% | 0.25 CHF | 0.26 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 32'689 CHF | 34'044 CHF | 99.85% | 99.85% |
11.11.2024 | 4.12% | 0.23 CHF | 0.24 CHF | 132'000 | 132'000 | 135'305 | 135'305 | 32'201 CHF | 33'554 CHF | 99.69% | 99.69% |
08.11.2024 | 4.07% | 0.25 CHF | 0.26 CHF | 136'000 | 136'000 | 134'831 | 134'831 | 32'514 CHF | 33'862 CHF | 99.23% | 99.23% |
07.11.2024 | 3.85% | 0.25 CHF | 0.26 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 34'553 CHF | 35'907 CHF | 100.00% | 100.00% |