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 | 3.31% | 0.34 CHF | 0.35 CHF | 135'000 | 135'000 | 133'768 | 133'768 | 40'090 CHF | 41'428 CHF | 99.49% | 99.49% |
19.11.2024 | 3.24% | 0.29 CHF | 0.30 CHF | 135'000 | 135'000 | 134'094 | 134'094 | 40'894 CHF | 42'235 CHF | 100.00% | 100.00% |
18.11.2024 | 3.69% | 0.25 CHF | 0.26 CHF | 130'000 | 130'000 | 130'609 | 130'609 | 34'833 CHF | 36'139 CHF | 99.90% | 99.90% |
15.11.2024 | 3.10% | 0.33 CHF | 0.34 CHF | 135'000 | 135'000 | 134'443 | 134'443 | 42'760 CHF | 44'104 CHF | 100.00% | 100.00% |
14.11.2024 | 2.95% | 0.32 CHF | 0.33 CHF | 135'000 | 135'000 | 134'435 | 134'435 | 44'999 CHF | 46'344 CHF | 98.66% | 98.66% |
13.11.2024 | 2.85% | 0.36 CHF | 0.37 CHF | 135'000 | 135'000 | 134'462 | 134'462 | 46'513 CHF | 47'858 CHF | 100.00% | 100.00% |
12.11.2024 | 3.18% | 0.36 CHF | 0.37 CHF | 135'000 | 135'000 | 134'440 | 134'440 | 41'721 CHF | 43'066 CHF | 99.17% | 99.17% |
11.11.2024 | 3.44% | 0.27 CHF | 0.28 CHF | 130'000 | 130'000 | 133'053 | 133'053 | 38'026 CHF | 39'357 CHF | 100.00% | 100.00% |
08.11.2024 | 3.13% | 0.32 CHF | 0.33 CHF | 135'000 | 135'000 | 134'437 | 134'437 | 42'428 CHF | 43'772 CHF | 99.04% | 99.04% |
07.11.2024 | 3.64% | 0.29 CHF | 0.30 CHF | 130'000 | 130'000 | 129'464 | 129'464 | 34'949 CHF | 36'244 CHF | 100.00% | 100.00% |