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 | 1.12% | 0.90 CHF | 0.91 CHF | 140'000 | 140'000 | 136'194 | 136'194 | 120'660 CHF | 122'022 CHF | 100.00% | 100.00% |
19.11.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 136'000 | 136'000 | 138'684 | 138'684 | 126'039 CHF | 127'426 CHF | 100.00% | 100.00% |
18.11.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 136'000 | 136'000 | 134'995 | 134'995 | 117'172 CHF | 118'522 CHF | 100.00% | 100.00% |
15.11.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 132'000 | 132'000 | 132'280 | 132'280 | 113'661 CHF | 114'984 CHF | 100.00% | 100.00% |
14.11.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 136'000 | 136'000 | 137'326 | 137'326 | 124'006 CHF | 125'379 CHF | 100.00% | 100.00% |
13.11.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 140'000 | 140'000 | 136'398 | 136'398 | 122'373 CHF | 123'737 CHF | 100.00% | 100.00% |
12.11.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 136'000 | 136'000 | 135'438 | 135'438 | 118'333 CHF | 119'687 CHF | 99.85% | 99.85% |
11.11.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 132'000 | 132'000 | 135'307 | 135'307 | 118'455 CHF | 119'808 CHF | 99.65% | 99.65% |
08.11.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 136'000 | 136'000 | 134'834 | 134'834 | 118'377 CHF | 119'726 CHF | 99.46% | 99.46% |
07.11.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 121'037 CHF | 122'392 CHF | 100.00% | 100.00% |