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 | 2.70% | 0.38 CHF | 0.39 CHF | 188'000 | 188'000 | 186'229 | 186'229 | 68'116 CHF | 69'978 CHF | 100.00% | 100.00% |
19.11.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 186'000 | 186'000 | 187'039 | 187'039 | 69'972 CHF | 71'842 CHF | 100.00% | 100.00% |
18.11.2024 | 2.76% | 0.34 CHF | 0.35 CHF | 184'000 | 184'000 | 185'259 | 185'259 | 66'317 CHF | 68'169 CHF | 100.00% | 100.00% |
15.11.2024 | 2.69% | 0.36 CHF | 0.37 CHF | 186'000 | 186'000 | 185'195 | 185'195 | 67'971 CHF | 69'823 CHF | 100.00% | 100.00% |
14.11.2024 | 2.53% | 0.38 CHF | 0.39 CHF | 186'000 | 186'000 | 187'298 | 187'298 | 73'067 CHF | 74'940 CHF | 99.33% | 99.33% |
13.11.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 192'000 | 192'000 | 191'354 | 191'354 | 85'665 CHF | 87'578 CHF | 100.00% | 100.00% |
12.11.2024 | 2.38% | 0.46 CHF | 0.47 CHF | 192'000 | 192'000 | 189'166 | 189'166 | 78'502 CHF | 80'394 CHF | 100.00% | 100.00% |
11.11.2024 | 2.59% | 0.39 CHF | 0.40 CHF | 186'000 | 186'000 | 186'014 | 186'014 | 70'784 CHF | 72'644 CHF | 99.93% | 99.93% |
08.11.2024 | 2.62% | 0.40 CHF | 0.41 CHF | 188'000 | 188'000 | 185'802 | 185'802 | 69'998 CHF | 71'856 CHF | 100.00% | 100.00% |
07.11.2024 | 2.81% | 0.35 CHF | 0.36 CHF | 182'000 | 182'000 | 182'781 | 182'781 | 64'137 CHF | 65'964 CHF | 100.00% | 100.00% |