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 | 1.34% | 0.76 CHF | 0.77 CHF | 140'000 | 140'000 | 136'193 | 136'193 | 101'130 CHF | 102'492 CHF | 100.00% | 100.00% |
19.11.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 136'000 | 136'000 | 138'683 | 138'683 | 106'418 CHF | 107'804 CHF | 100.00% | 100.00% |
18.11.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 136'000 | 136'000 | 134'995 | 134'995 | 97'912 CHF | 99'262 CHF | 100.00% | 100.00% |
15.11.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 132'000 | 132'000 | 132'280 | 132'280 | 94'849 CHF | 96'172 CHF | 100.00% | 100.00% |
14.11.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 136'000 | 136'000 | 137'327 | 137'327 | 104'475 CHF | 105'849 CHF | 100.00% | 100.00% |
13.11.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 140'000 | 140'000 | 136'398 | 136'398 | 102'901 CHF | 104'265 CHF | 100.00% | 100.00% |
12.11.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 136'000 | 136'000 | 135'438 | 135'438 | 98'948 CHF | 100'302 CHF | 99.85% | 99.85% |
11.11.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 132'000 | 132'000 | 135'305 | 135'305 | 98'516 CHF | 99'869 CHF | 99.67% | 99.67% |
08.11.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 136'000 | 136'000 | 134'831 | 134'831 | 98'937 CHF | 100'285 CHF | 99.18% | 99.18% |
07.11.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 101'542 CHF | 102'896 CHF | 100.00% | 100.00% |