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 | 4.75% | 0.23 CHF | 0.24 CHF | 140'000 | 140'000 | 136'194 | 136'194 | 28'076 CHF | 29'438 CHF | 100.00% | 100.00% |
19.11.2024 | 4.27% | 0.21 CHF | 0.22 CHF | 136'000 | 136'000 | 138'685 | 138'685 | 31'844 CHF | 33'231 CHF | 100.00% | 100.00% |
18.11.2024 | 5.21% | 0.20 CHF | 0.21 CHF | 136'000 | 136'000 | 134'994 | 134'994 | 25'287 CHF | 26'637 CHF | 100.00% | 100.00% |
15.11.2024 | 5.52% | 0.17 CHF | 0.18 CHF | 132'000 | 132'000 | 132'280 | 132'280 | 23'415 CHF | 24'737 CHF | 100.00% | 100.00% |
14.11.2024 | 4.40% | 0.21 CHF | 0.22 CHF | 136'000 | 136'000 | 137'326 | 137'326 | 30'511 CHF | 31'884 CHF | 100.00% | 100.00% |
13.11.2024 | 4.49% | 0.24 CHF | 0.25 CHF | 140'000 | 140'000 | 136'398 | 136'398 | 29'763 CHF | 31'126 CHF | 100.00% | 100.00% |
12.11.2024 | 5.00% | 0.21 CHF | 0.22 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 26'403 CHF | 27'758 CHF | 99.85% | 99.85% |
11.11.2024 | 5.07% | 0.18 CHF | 0.19 CHF | 132'000 | 132'000 | 135'308 | 135'308 | 26'033 CHF | 27'386 CHF | 100.00% | 100.00% |
08.11.2024 | 5.02% | 0.20 CHF | 0.21 CHF | 136'000 | 136'000 | 134'839 | 134'839 | 26'193 CHF | 27'542 CHF | 100.00% | 100.00% |
07.11.2024 | 4.70% | 0.21 CHF | 0.22 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 28'173 CHF | 29'528 CHF | 100.00% | 100.00% |