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 | 2.04% | 0.53 CHF | 0.54 CHF | 135'000 | 135'000 | 133'768 | 133'768 | 65'074 CHF | 66'412 CHF | 99.48% | 99.48% |
19.11.2024 | 2.02% | 0.48 CHF | 0.49 CHF | 135'000 | 135'000 | 134'093 | 134'093 | 65'973 CHF | 67'314 CHF | 99.97% | 99.97% |
18.11.2024 | 2.18% | 0.44 CHF | 0.45 CHF | 130'000 | 130'000 | 130'609 | 130'609 | 59'311 CHF | 60'617 CHF | 99.89% | 99.89% |
15.11.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 135'000 | 135'000 | 134'443 | 134'443 | 68'080 CHF | 69'424 CHF | 100.00% | 100.00% |
14.11.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 135'000 | 135'000 | 134'435 | 134'435 | 69'859 CHF | 71'203 CHF | 98.65% | 98.65% |
13.11.2024 | 1.87% | 0.55 CHF | 0.56 CHF | 135'000 | 135'000 | 134'461 | 134'461 | 71'460 CHF | 72'805 CHF | 100.00% | 100.00% |
12.11.2024 | 1.99% | 0.55 CHF | 0.56 CHF | 135'000 | 135'000 | 134'440 | 134'440 | 66'832 CHF | 68'176 CHF | 99.16% | 99.16% |
11.11.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 130'000 | 130'000 | 133'053 | 133'053 | 63'029 CHF | 64'359 CHF | 100.00% | 100.00% |
08.11.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 135'000 | 135'000 | 134'437 | 134'437 | 67'644 CHF | 68'989 CHF | 99.04% | 99.04% |
07.11.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 130'000 | 130'000 | 129'464 | 129'464 | 59'333 CHF | 60'628 CHF | 100.00% | 100.00% |