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 | 5.48% | 0.22 CHF | 0.23 CHF | 132'000 | 132'000 | 58'503 | 58'503 | 15'306 CHF | 16'066 CHF | 99.47% | 99.47% |
19.11.2024 | 5.38% | 0.28 CHF | 0.29 CHF | 131'000 | 131'000 | 58'564 | 58'564 | 16'045 CHF | 16'806 CHF | 100.00% | 100.00% |
18.11.2024 | 5.17% | 0.29 CHF | 0.30 CHF | 130'000 | 130'000 | 57'960 | 57'960 | 16'529 CHF | 17'285 CHF | 99.47% | 99.47% |
15.11.2024 | 5.39% | 0.29 CHF | 0.30 CHF | 130'000 | 130'000 | 58'102 | 58'102 | 16'611 CHF | 17'367 CHF | 100.00% | 100.00% |
14.11.2024 | 5.02% | 0.29 CHF | 0.30 CHF | 130'000 | 130'000 | 58'222 | 58'222 | 17'302 CHF | 18'062 CHF | 98.39% | 98.39% |
13.11.2024 | 4.24% | 0.29 CHF | 0.30 CHF | 130'000 | 130'000 | 57'617 | 57'617 | 19'281 CHF | 20'029 CHF | 98.69% | 98.69% |
12.11.2024 | 4.13% | 0.37 CHF | 0.38 CHF | 128'000 | 128'000 | 57'697 | 57'697 | 21'215 CHF | 21'964 CHF | 99.88% | 99.88% |
11.11.2024 | 4.34% | 0.39 CHF | 0.40 CHF | 128'000 | 128'000 | 57'765 | 57'765 | 21'298 CHF | 22'050 CHF | 99.90% | 99.90% |
08.11.2024 | 5.29% | 0.34 CHF | 0.35 CHF | 130'000 | 130'000 | 59'191 | 59'191 | 17'718 CHF | 18'485 CHF | 99.04% | 99.04% |
07.11.2024 | 5.03% | 0.27 CHF | 0.28 CHF | 133'000 | 133'000 | 59'023 | 59'023 | 17'295 CHF | 18'060 CHF | 100.00% | 100.00% |