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 | 1.59% | 0.64 CHF | 0.65 CHF | 140'000 | 140'000 | 136'193 | 136'193 | 84'993 CHF | 86'355 CHF | 100.00% | 100.00% |
19.11.2024 | 1.53% | 0.63 CHF | 0.64 CHF | 136'000 | 136'000 | 138'683 | 138'683 | 89'922 CHF | 91'309 CHF | 100.00% | 100.00% |
18.11.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 136'000 | 136'000 | 134'994 | 134'994 | 81'813 CHF | 83'163 CHF | 100.00% | 100.00% |
15.11.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 132'000 | 132'000 | 132'280 | 132'280 | 79'042 CHF | 80'365 CHF | 100.00% | 100.00% |
14.11.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 136'000 | 136'000 | 137'326 | 137'326 | 88'068 CHF | 89'441 CHF | 100.00% | 100.00% |
13.11.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 140'000 | 140'000 | 136'398 | 136'398 | 86'597 CHF | 87'961 CHF | 100.00% | 100.00% |
12.11.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 136'000 | 136'000 | 135'438 | 135'438 | 82'808 CHF | 84'162 CHF | 99.85% | 99.85% |
11.11.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 132'000 | 132'000 | 135'306 | 135'306 | 82'331 CHF | 83'684 CHF | 99.64% | 99.64% |
08.11.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 136'000 | 136'000 | 134'834 | 134'834 | 82'518 CHF | 83'866 CHF | 99.43% | 99.43% |
07.11.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 84'955 CHF | 86'310 CHF | 100.00% | 100.00% |