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 | 1.52% | 0.67 CHF | 0.68 CHF | 140'000 | 140'000 | 136'194 | 136'194 | 89'154 CHF | 90'516 CHF | 100.00% | 100.00% |
19.11.2024 | 1.46% | 0.66 CHF | 0.67 CHF | 136'000 | 136'000 | 138'684 | 138'684 | 94'088 CHF | 95'475 CHF | 100.00% | 100.00% |
18.11.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 136'000 | 136'000 | 134'994 | 134'994 | 85'939 CHF | 87'289 CHF | 100.00% | 100.00% |
15.11.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 132'000 | 132'000 | 132'280 | 132'280 | 83'076 CHF | 84'399 CHF | 100.00% | 100.00% |
14.11.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 136'000 | 136'000 | 137'326 | 137'326 | 92'211 CHF | 93'584 CHF | 100.00% | 100.00% |
13.11.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 140'000 | 140'000 | 136'398 | 136'398 | 90'719 CHF | 92'083 CHF | 100.00% | 100.00% |
12.11.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 136'000 | 136'000 | 135'438 | 135'438 | 86'955 CHF | 88'310 CHF | 99.85% | 99.85% |
11.11.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 132'000 | 132'000 | 135'306 | 135'306 | 86'545 CHF | 87'898 CHF | 99.64% | 99.64% |
08.11.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 136'000 | 136'000 | 134'834 | 134'834 | 86'633 CHF | 87'982 CHF | 99.45% | 99.45% |
07.11.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 89'447 CHF | 90'802 CHF | 100.00% | 100.00% |