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 | 1.70% | 0.60 CHF | 0.61 CHF | 140'000 | 140'000 | 136'194 | 136'194 | 79'604 CHF | 80'966 CHF | 100.00% | 100.00% |
19.11.2024 | 1.63% | 0.59 CHF | 0.60 CHF | 136'000 | 136'000 | 138'683 | 138'683 | 84'380 CHF | 85'767 CHF | 100.00% | 100.00% |
18.11.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 136'000 | 136'000 | 134'994 | 134'994 | 76'461 CHF | 77'811 CHF | 100.00% | 100.00% |
15.11.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 132'000 | 132'000 | 132'280 | 132'280 | 73'789 CHF | 75'112 CHF | 100.00% | 100.00% |
14.11.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 136'000 | 136'000 | 137'326 | 137'326 | 82'579 CHF | 83'952 CHF | 100.00% | 100.00% |
13.11.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 140'000 | 140'000 | 136'398 | 136'398 | 81'151 CHF | 82'515 CHF | 100.00% | 100.00% |
12.11.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 136'000 | 136'000 | 135'438 | 135'438 | 77'431 CHF | 78'785 CHF | 99.85% | 99.85% |
11.11.2024 | 1.74% | 0.56 CHF | 0.57 CHF | 132'000 | 132'000 | 135'306 | 135'306 | 77'009 CHF | 78'362 CHF | 99.64% | 99.64% |
08.11.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 136'000 | 136'000 | 134'834 | 134'834 | 77'147 CHF | 78'496 CHF | 99.45% | 99.45% |
07.11.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 79'545 CHF | 80'899 CHF | 100.00% | 100.00% |