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 | 2.02% | 0.51 CHF | 0.52 CHF | 140'000 | 140'000 | 136'194 | 136'194 | 66'842 CHF | 68'204 CHF | 100.00% | 100.00% |
19.11.2024 | 1.93% | 0.49 CHF | 0.50 CHF | 136'000 | 136'000 | 138'684 | 138'684 | 71'254 CHF | 72'641 CHF | 100.00% | 100.00% |
18.11.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 136'000 | 136'000 | 134'995 | 134'995 | 63'870 CHF | 65'220 CHF | 100.00% | 100.00% |
15.11.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 132'000 | 132'000 | 132'280 | 132'280 | 61'220 CHF | 62'543 CHF | 100.00% | 100.00% |
14.11.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 136'000 | 136'000 | 137'327 | 137'327 | 69'761 CHF | 71'134 CHF | 100.00% | 100.00% |
13.11.2024 | 1.97% | 0.52 CHF | 0.53 CHF | 140'000 | 140'000 | 136'398 | 136'398 | 68'554 CHF | 69'918 CHF | 100.00% | 100.00% |
12.11.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 136'000 | 136'000 | 135'440 | 135'440 | 64'736 CHF | 66'090 CHF | 99.86% | 99.86% |
11.11.2024 | 2.08% | 0.46 CHF | 0.47 CHF | 132'000 | 132'000 | 135'305 | 135'305 | 64'418 CHF | 65'771 CHF | 99.70% | 99.70% |
08.11.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 136'000 | 136'000 | 134'831 | 134'831 | 64'487 CHF | 65'836 CHF | 99.24% | 99.24% |
07.11.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 66'747 CHF | 68'102 CHF | 100.00% | 100.00% |