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 | 1.72% | 0.84 CHF | 0.85 CHF | 132'000 | 132'000 | 58'460 | 58'460 | 51'599 CHF | 52'359 CHF | 99.34% | 99.34% |
19.11.2024 | 1.71% | 0.90 CHF | 0.91 CHF | 131'000 | 131'000 | 58'576 | 58'576 | 52'311 CHF | 53'071 CHF | 100.00% | 100.00% |
18.11.2024 | 1.68% | 0.91 CHF | 0.92 CHF | 130'000 | 130'000 | 58'172 | 58'172 | 52'773 CHF | 53'530 CHF | 99.78% | 99.78% |
15.11.2024 | 1.71% | 0.91 CHF | 0.92 CHF | 130'000 | 130'000 | 58'101 | 58'101 | 52'751 CHF | 53'507 CHF | 100.00% | 100.00% |
14.11.2024 | 1.67% | 0.91 CHF | 0.92 CHF | 130'000 | 130'000 | 58'303 | 58'303 | 53'593 CHF | 54'353 CHF | 98.56% | 98.56% |
13.11.2024 | 1.57% | 0.91 CHF | 0.92 CHF | 130'000 | 130'000 | 57'751 | 57'751 | 55'078 CHF | 55'827 CHF | 99.80% | 99.80% |
12.11.2024 | 1.56% | 0.99 CHF | 1.00 CHF | 128'000 | 128'000 | 57'701 | 57'701 | 56'835 CHF | 57'584 CHF | 99.88% | 99.88% |
11.11.2024 | 1.60% | 1.00 CHF | 1.01 CHF | 128'000 | 128'000 | 57'767 | 57'767 | 56'862 CHF | 57'615 CHF | 99.90% | 99.90% |
08.11.2024 | 1.71% | 0.95 CHF | 0.96 CHF | 130'000 | 130'000 | 59'193 | 59'193 | 53'845 CHF | 54'612 CHF | 99.05% | 99.05% |
07.11.2024 | 1.69% | 0.88 CHF | 0.89 CHF | 133'000 | 133'000 | 59'023 | 59'023 | 53'375 CHF | 54'140 CHF | 100.00% | 100.00% |