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 | 4.89% | 0.18 CHF | 0.19 CHF | 140'000 | 140'000 | 136'194 | 136'194 | 27'261 CHF | 28'623 CHF | 100.00% | 100.00% |
19.11.2024 | 5.56% | 0.20 CHF | 0.21 CHF | 136'000 | 136'000 | 138'683 | 138'683 | 24'348 CHF | 25'735 CHF | 100.00% | 100.00% |
18.11.2024 | 4.45% | 0.22 CHF | 0.23 CHF | 136'000 | 136'000 | 134'995 | 134'995 | 29'695 CHF | 31'045 CHF | 100.00% | 100.00% |
15.11.2024 | 4.21% | 0.24 CHF | 0.25 CHF | 132'000 | 132'000 | 132'280 | 132'280 | 30'830 CHF | 32'153 CHF | 100.00% | 100.00% |
14.11.2024 | 5.20% | 0.20 CHF | 0.21 CHF | 136'000 | 136'000 | 137'327 | 137'327 | 25'741 CHF | 27'114 CHF | 100.00% | 100.00% |
13.11.2024 | 5.04% | 0.18 CHF | 0.19 CHF | 140'000 | 140'000 | 136'398 | 136'398 | 26'446 CHF | 27'810 CHF | 100.00% | 100.00% |
12.11.2024 | 4.50% | 0.21 CHF | 0.22 CHF | 136'000 | 136'000 | 135'438 | 135'438 | 29'417 CHF | 30'771 CHF | 99.85% | 99.85% |
11.11.2024 | 4.43% | 0.23 CHF | 0.24 CHF | 132'000 | 132'000 | 135'307 | 135'307 | 29'879 CHF | 31'232 CHF | 99.71% | 99.71% |
08.11.2024 | 4.45% | 0.21 CHF | 0.22 CHF | 136'000 | 136'000 | 134'840 | 134'840 | 29'630 CHF | 30'979 CHF | 100.00% | 100.00% |
07.11.2024 | 4.66% | 0.22 CHF | 0.23 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 28'418 CHF | 29'772 CHF | 100.00% | 100.00% |