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 | 1.39% | 0.67 CHF | 0.68 CHF | 135'000 | 135'000 | 133'765 | 133'765 | 95'598 CHF | 96'936 CHF | 99.29% | 99.29% |
19.11.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 135'000 | 135'000 | 134'093 | 134'093 | 94'894 CHF | 96'235 CHF | 99.97% | 99.97% |
18.11.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 130'000 | 130'000 | 130'610 | 130'610 | 97'938 CHF | 99'244 CHF | 99.89% | 99.89% |
15.11.2024 | 1.41% | 0.69 CHF | 0.70 CHF | 135'000 | 135'000 | 134'443 | 134'443 | 94'371 CHF | 95'715 CHF | 100.00% | 100.00% |
14.11.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 135'000 | 135'000 | 134'435 | 134'435 | 92'133 CHF | 93'477 CHF | 98.65% | 98.65% |
13.11.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 135'000 | 135'000 | 134'462 | 134'462 | 90'673 CHF | 92'018 CHF | 99.98% | 99.98% |
12.11.2024 | 1.40% | 0.66 CHF | 0.67 CHF | 135'000 | 135'000 | 134'439 | 134'439 | 95'715 CHF | 97'060 CHF | 99.13% | 99.13% |
11.11.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 130'000 | 130'000 | 133'054 | 133'054 | 98'196 CHF | 99'526 CHF | 100.00% | 100.00% |
08.11.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 135'000 | 135'000 | 134'437 | 134'437 | 95'724 CHF | 97'069 CHF | 99.04% | 99.04% |
07.11.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 130'000 | 130'000 | 129'464 | 129'464 | 98'720 CHF | 100'015 CHF | 100.00% | 100.00% |