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 | 1.10% | 0.86 CHF | 0.87 CHF | 135'000 | 135'000 | 133'767 | 133'767 | 120'812 CHF | 122'149 CHF | 99.28% | 99.28% |
19.11.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 135'000 | 135'000 | 134'093 | 134'093 | 120'193 CHF | 121'534 CHF | 100.00% | 100.00% |
18.11.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 130'000 | 130'000 | 130'609 | 130'609 | 122'897 CHF | 124'203 CHF | 99.89% | 99.89% |
15.11.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 135'000 | 135'000 | 134'443 | 134'443 | 119'843 CHF | 121'188 CHF | 100.00% | 100.00% |
14.11.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 135'000 | 135'000 | 134'435 | 134'435 | 117'816 CHF | 119'160 CHF | 98.60% | 98.60% |
13.11.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 135'000 | 135'000 | 134'462 | 134'462 | 116'414 CHF | 117'759 CHF | 99.99% | 99.99% |
12.11.2024 | 1.10% | 0.85 CHF | 0.86 CHF | 135'000 | 135'000 | 134'439 | 134'439 | 121'170 CHF | 122'514 CHF | 99.13% | 99.13% |
11.11.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 130'000 | 130'000 | 133'053 | 133'053 | 123'373 CHF | 124'703 CHF | 100.00% | 100.00% |
08.11.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 135'000 | 135'000 | 134'437 | 134'437 | 121'233 CHF | 122'578 CHF | 99.04% | 99.04% |
07.11.2024 | 1.04% | 0.93 CHF | 0.94 CHF | 130'000 | 130'000 | 129'464 | 129'464 | 123'361 CHF | 124'656 CHF | 100.00% | 100.00% |