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 | 1.78% | 0.54 CHF | 0.55 CHF | 135'000 | 135'000 | 135'000 | 135'000 | 75'178 CHF | 76'528 CHF | 100.00% | 100.00% |
19.11.2024 | 1.85% | 0.55 CHF | 0.56 CHF | 135'000 | 135'000 | 135'000 | 135'000 | 72'292 CHF | 73'642 CHF | 100.00% | 100.00% |
18.11.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 135'000 | 135'000 | 135'000 | 135'000 | 72'446 CHF | 73'796 CHF | 100.00% | 100.00% |
15.11.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 135'000 | 135'000 | 135'000 | 135'000 | 75'798 CHF | 77'148 CHF | 100.00% | 100.00% |
14.11.2024 | 1.73% | 0.60 CHF | 0.61 CHF | 135'000 | 135'000 | 134'942 | 134'942 | 77'166 CHF | 78'516 CHF | 100.00% | 100.00% |
13.11.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 135'000 | 135'000 | 135'525 | 135'525 | 71'636 CHF | 72'991 CHF | 100.00% | 100.00% |
12.11.2024 | 1.76% | 0.55 CHF | 0.56 CHF | 135'000 | 135'000 | 135'000 | 135'000 | 76'076 CHF | 77'426 CHF | 100.00% | 100.00% |
11.11.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 80'735 CHF | 82'035 CHF | 100.00% | 100.00% |
08.11.2024 | 1.64% | 0.59 CHF | 0.60 CHF | 135'000 | 135'000 | 131'817 | 131'817 | 79'919 CHF | 81'237 CHF | 100.00% | 100.00% |
07.11.2024 | 1.51% | 0.64 CHF | 0.65 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 85'499 CHF | 86'799 CHF | 100.00% | 100.00% |