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 | 1.73% | 0.83 CHF | 0.84 CHF | 132'000 | 132'000 | 58'468 | 58'468 | 51'286 CHF | 52'046 CHF | 99.39% | 99.39% |
19.11.2024 | 1.72% | 0.89 CHF | 0.90 CHF | 131'000 | 131'000 | 58'565 | 58'565 | 52'019 CHF | 52'780 CHF | 100.00% | 100.00% |
18.11.2024 | 1.70% | 0.91 CHF | 0.92 CHF | 130'000 | 130'000 | 58'097 | 58'097 | 52'336 CHF | 53'092 CHF | 99.68% | 99.68% |
15.11.2024 | 1.72% | 0.91 CHF | 0.92 CHF | 130'000 | 130'000 | 58'117 | 58'117 | 52'490 CHF | 53'245 CHF | 100.00% | 100.00% |
14.11.2024 | 1.68% | 0.90 CHF | 0.91 CHF | 130'000 | 130'000 | 58'307 | 58'307 | 53'377 CHF | 54'138 CHF | 98.47% | 98.47% |
13.11.2024 | 1.59% | 0.91 CHF | 0.92 CHF | 130'000 | 130'000 | 57'511 | 57'511 | 54'516 CHF | 55'263 CHF | 99.09% | 99.09% |
12.11.2024 | 1.57% | 0.99 CHF | 1.00 CHF | 128'000 | 128'000 | 57'718 | 57'718 | 56'573 CHF | 57'322 CHF | 99.81% | 99.81% |
11.11.2024 | 1.60% | 1.00 CHF | 1.01 CHF | 128'000 | 128'000 | 57'768 | 57'768 | 56'565 CHF | 57'318 CHF | 99.90% | 99.90% |
08.11.2024 | 1.72% | 0.94 CHF | 0.95 CHF | 130'000 | 130'000 | 59'196 | 59'196 | 53'520 CHF | 54'288 CHF | 99.04% | 99.04% |
07.11.2024 | 1.69% | 0.88 CHF | 0.89 CHF | 133'000 | 133'000 | 59'035 | 59'035 | 53'106 CHF | 53'871 CHF | 99.96% | 99.96% |