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 | 0.80% | 1.27 CHF | 1.28 CHF | 140'000 | 140'000 | 136'194 | 136'194 | 170'447 CHF | 171'809 CHF | 100.00% | 100.00% |
19.11.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 136'000 | 136'000 | 138'685 | 138'685 | 177'232 CHF | 178'619 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 136'000 | 136'000 | 134'995 | 134'995 | 167'090 CHF | 168'440 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 132'000 | 132'000 | 132'280 | 132'280 | 162'658 CHF | 163'981 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 136'000 | 136'000 | 137'326 | 137'326 | 174'804 CHF | 176'177 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 140'000 | 140'000 | 136'398 | 136'398 | 172'885 CHF | 174'249 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 168'433 CHF | 169'787 CHF | 99.85% | 99.85% |
11.11.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 132'000 | 132'000 | 135'307 | 135'307 | 168'176 CHF | 169'529 CHF | 99.68% | 99.68% |
08.11.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 136'000 | 136'000 | 134'831 | 134'831 | 168'017 CHF | 169'365 CHF | 99.20% | 99.20% |
07.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 171'180 CHF | 172'534 CHF | 100.00% | 100.00% |