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 | 1.27% | 0.85 CHF | 0.86 CHF | 130'000 | 130'000 | 63'014 | 63'014 | 51'564 CHF | 52'197 CHF | 97.13% | 97.13% |
19.11.2024 | 1.33% | 0.80 CHF | 0.81 CHF | 130'000 | 130'000 | 60'320 | 60'320 | 47'137 CHF | 47'743 CHF | 94.63% | 94.63% |
18.11.2024 | 1.46% | 0.78 CHF | 0.79 CHF | 130'000 | 130'000 | 59'503 | 59'503 | 43'028 CHF | 43'625 CHF | 96.95% | 96.95% |
15.11.2024 | 1.47% | 0.70 CHF | 0.71 CHF | 130'000 | 130'000 | 51'377 | 51'377 | 35'467 CHF | 35'983 CHF | 93.62% | 93.62% |
14.11.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 130'000 | 130'000 | 60'366 | 60'366 | 41'639 CHF | 42'245 CHF | 95.91% | 95.91% |
13.11.2024 | 1.51% | 0.68 CHF | 0.69 CHF | 130'000 | 130'000 | 60'376 | 60'376 | 40'877 CHF | 41'482 CHF | 97.16% | 97.16% |
12.11.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 130'000 | 130'000 | 60'709 | 60'709 | 41'377 CHF | 41'986 CHF | 96.05% | 96.05% |
11.11.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 130'000 | 130'000 | 62'178 | 62'178 | 42'712 CHF | 43'336 CHF | 95.61% | 95.61% |
08.11.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 130'000 | 130'000 | 61'817 | 61'817 | 43'492 CHF | 44'112 CHF | 96.21% | 96.21% |
07.11.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 130'000 | 130'000 | 59'818 | 59'818 | 41'907 CHF | 42'507 CHF | 93.53% | 93.53% |