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 | 2.22% | 0.43 CHF | 0.44 CHF | 135'000 | 135'000 | 135'000 | 135'000 | 60'252 CHF | 61'602 CHF | 100.00% | 100.00% |
19.11.2024 | 2.33% | 0.44 CHF | 0.45 CHF | 135'000 | 135'000 | 135'000 | 135'000 | 57'371 CHF | 58'721 CHF | 100.00% | 100.00% |
18.11.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 135'000 | 135'000 | 135'000 | 135'000 | 57'525 CHF | 58'875 CHF | 100.00% | 100.00% |
15.11.2024 | 2.20% | 0.43 CHF | 0.44 CHF | 135'000 | 135'000 | 135'000 | 135'000 | 60'851 CHF | 62'201 CHF | 100.00% | 100.00% |
14.11.2024 | 2.15% | 0.49 CHF | 0.50 CHF | 135'000 | 135'000 | 134'942 | 134'942 | 62'271 CHF | 63'620 CHF | 100.00% | 100.00% |
13.11.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 135'000 | 135'000 | 135'525 | 135'525 | 56'647 CHF | 58'002 CHF | 100.00% | 100.00% |
12.11.2024 | 2.18% | 0.43 CHF | 0.44 CHF | 135'000 | 135'000 | 135'000 | 135'000 | 61'161 CHF | 62'511 CHF | 100.00% | 100.00% |
11.11.2024 | 1.94% | 0.50 CHF | 0.51 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 66'357 CHF | 67'657 CHF | 100.00% | 100.00% |
08.11.2024 | 2.00% | 0.48 CHF | 0.49 CHF | 135'000 | 135'000 | 131'817 | 131'817 | 65'337 CHF | 66'655 CHF | 100.00% | 100.00% |
07.11.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 71'121 CHF | 72'421 CHF | 100.00% | 100.00% |