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 | 1.59% | 0.65 CHF | 0.66 CHF | 310'000 | 310'000 | 137'353 | 137'353 | 88'037 CHF | 89'413 CHF | 99.90% | 99.90% |
19.11.2024 | 1.63% | 0.63 CHF | 0.64 CHF | 305'000 | 305'000 | 132'792 | 132'792 | 82'896 CHF | 84'227 CHF | 100.00% | 100.00% |
18.11.2024 | 1.71% | 0.63 CHF | 0.64 CHF | 305'000 | 305'000 | 133'019 | 133'019 | 80'216 CHF | 81'549 CHF | 99.90% | 99.90% |
15.11.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 295'000 | 295'000 | 116'871 | 116'871 | 68'963 CHF | 70'134 CHF | 99.45% | 99.45% |
14.11.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 295'000 | 295'000 | 131'680 | 131'680 | 77'739 CHF | 79'059 CHF | 100.00% | 100.00% |
13.11.2024 | 1.74% | 0.59 CHF | 0.60 CHF | 295'000 | 295'000 | 131'702 | 131'702 | 76'506 CHF | 77'825 CHF | 100.00% | 100.00% |
12.11.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 295'000 | 295'000 | 131'910 | 131'910 | 77'237 CHF | 78'558 CHF | 99.87% | 99.87% |
11.11.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 295'000 | 295'000 | 132'684 | 132'684 | 77'538 CHF | 78'867 CHF | 99.60% | 99.60% |
08.11.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 300'000 | 300'000 | 134'912 | 134'912 | 79'430 CHF | 80'781 CHF | 100.00% | 100.00% |
07.11.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 300'000 | 300'000 | 130'875 | 130'875 | 77'121 CHF | 78'432 CHF | 99.90% | 99.90% |