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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 1.34% | 0.78 CHF | 0.79 CHF | 130'000 | 130'000 | 70'822 | 70'822 | 54'744 CHF | 55'459 CHF | 100.00% | 100.00% |
25.11.2024 | 1.35% | 0.78 CHF | 0.79 CHF | 130'000 | 130'000 | 70'626 | 70'626 | 54'210 CHF | 54'922 CHF | 98.28% | 98.28% |
22.11.2024 | 1.41% | 0.74 CHF | 0.75 CHF | 120'000 | 120'000 | 65'898 | 65'898 | 47'565 CHF | 48'226 CHF | 99.53% | 99.53% |
20.11.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 130'000 | 130'000 | 71'271 | 71'271 | 54'743 CHF | 55'457 CHF | 99.90% | 99.90% |
19.11.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 130'000 | 130'000 | 71'490 | 71'490 | 55'863 CHF | 56'580 CHF | 98.91% | 98.91% |
18.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 130'000 | 130'000 | 71'234 | 71'234 | 58'833 CHF | 59'548 CHF | 99.59% | 99.59% |
15.11.2024 | 1.21% | 0.85 CHF | 0.86 CHF | 130'000 | 130'000 | 71'161 | 71'161 | 59'992 CHF | 60'707 CHF | 99.89% | 99.89% |
14.11.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 130'000 | 130'000 | 72'504 | 72'504 | 62'313 CHF | 63'039 CHF | 98.90% | 98.90% |
13.11.2024 | 1.24% | 0.84 CHF | 0.85 CHF | 130'000 | 130'000 | 71'366 | 71'366 | 58'604 CHF | 59'319 CHF | 100.00% | 100.00% |
12.11.2024 | 1.25% | 0.82 CHF | 0.83 CHF | 130'000 | 130'000 | 66'537 | 66'537 | 54'400 CHF | 55'068 CHF | 100.00% | 100.00% |