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% | 0.75 CHF | 0.76 CHF | 310'000 | 310'000 | 137'347 | 137'347 | 101'608 CHF | 102'984 CHF | 99.90% | 99.90% |
19.11.2024 | 1.41% | 0.73 CHF | 0.74 CHF | 305'000 | 305'000 | 132'788 | 132'788 | 96'080 CHF | 97'410 CHF | 100.00% | 100.00% |
18.11.2024 | 1.46% | 0.73 CHF | 0.74 CHF | 305'000 | 305'000 | 133'012 | 133'012 | 93'421 CHF | 94'754 CHF | 99.90% | 99.90% |
15.11.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 295'000 | 295'000 | 116'870 | 116'870 | 80'489 CHF | 81'660 CHF | 99.45% | 99.45% |
14.11.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 295'000 | 295'000 | 131'694 | 131'694 | 90'809 CHF | 92'128 CHF | 100.00% | 100.00% |
13.11.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 295'000 | 295'000 | 131'701 | 131'701 | 89'495 CHF | 90'815 CHF | 100.00% | 100.00% |
12.11.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 295'000 | 295'000 | 131'909 | 131'909 | 90'189 CHF | 91'511 CHF | 99.85% | 99.85% |
11.11.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 295'000 | 295'000 | 132'676 | 132'676 | 90'674 CHF | 92'003 CHF | 99.57% | 99.57% |
08.11.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 300'000 | 300'000 | 134'913 | 134'913 | 92'783 CHF | 94'134 CHF | 100.00% | 100.00% |
07.11.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 300'000 | 300'000 | 130'874 | 130'874 | 89'681 CHF | 90'992 CHF | 99.90% | 99.90% |