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 | 1.38% | 0.74 CHF | 0.75 CHF | 140'000 | 140'000 | 136'194 | 136'194 | 98'274 CHF | 99'636 CHF | 100.00% | 100.00% |
19.11.2024 | 1.33% | 0.72 CHF | 0.73 CHF | 136'000 | 136'000 | 138'683 | 138'683 | 103'345 CHF | 104'732 CHF | 100.00% | 100.00% |
18.11.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 136'000 | 136'000 | 134'994 | 134'994 | 95'070 CHF | 96'420 CHF | 100.00% | 100.00% |
15.11.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 132'000 | 132'000 | 132'280 | 132'280 | 92'355 CHF | 93'678 CHF | 100.00% | 100.00% |
14.11.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 136'000 | 136'000 | 137'327 | 137'327 | 101'850 CHF | 103'223 CHF | 100.00% | 100.00% |
13.11.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 140'000 | 140'000 | 136'398 | 136'398 | 100'299 CHF | 101'663 CHF | 100.00% | 100.00% |
12.11.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 136'000 | 136'000 | 135'438 | 135'438 | 96'480 CHF | 97'834 CHF | 99.85% | 99.85% |
11.11.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 132'000 | 132'000 | 135'307 | 135'307 | 96'086 CHF | 97'439 CHF | 99.70% | 99.70% |
08.11.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 136'000 | 136'000 | 134'841 | 134'841 | 96'145 CHF | 97'494 CHF | 100.00% | 100.00% |
07.11.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 98'685 CHF | 100'039 CHF | 100.00% | 100.00% |