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 | 3.24% | 0.30 CHF | 0.31 CHF | 140'000 | 140'000 | 136'075 | 136'075 | 41'326 CHF | 42'687 CHF | 100.00% | 100.00% |
19.11.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 130'000 | 130'000 | 126'610 | 126'610 | 37'904 CHF | 39'170 CHF | 100.00% | 100.00% |
18.11.2024 | 3.31% | 0.31 CHF | 0.32 CHF | 140'000 | 140'000 | 136'130 | 136'130 | 40'394 CHF | 41'755 CHF | 100.00% | 100.00% |
15.11.2024 | 3.38% | 0.30 CHF | 0.31 CHF | 140'000 | 140'000 | 136'352 | 136'352 | 39'771 CHF | 41'135 CHF | 100.00% | 100.00% |
14.11.2024 | 3.70% | 0.28 CHF | 0.28 CHF | 140'000 | 140'000 | 136'329 | 136'329 | 36'215 CHF | 37'578 CHF | 99.36% | 99.36% |
13.11.2024 | 3.47% | 0.28 CHF | 0.28 CHF | 140'000 | 140'000 | 136'355 | 136'355 | 38'627 CHF | 39'990 CHF | 100.00% | 100.00% |
12.11.2024 | 3.38% | 0.28 CHF | 0.28 CHF | 130'000 | 130'000 | 126'575 | 126'575 | 36'825 CHF | 38'091 CHF | 98.86% | 100.00% |
11.11.2024 | 2.87% | 0.33 CHF | 0.34 CHF | 120'000 | 120'000 | 116'871 | 116'871 | 40'120 CHF | 41'289 CHF | 99.93% | 99.93% |
08.11.2024 | 2.60% | 0.35 CHF | 0.36 CHF | 110'000 | 110'000 | 107'135 | 107'135 | 40'780 CHF | 41'851 CHF | 100.00% | 100.00% |
07.11.2024 | 2.23% | 0.46 CHF | 0.47 CHF | 110'000 | 110'000 | 107'087 | 107'087 | 47'618 CHF | 48'689 CHF | 98.41% | 98.41% |