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 | 2.53% | 0.44 CHF | 0.45 CHF | 135'000 | 135'000 | 133'770 | 133'770 | 52'528 CHF | 53'865 CHF | 99.48% | 99.48% |
19.11.2024 | 2.49% | 0.38 CHF | 0.39 CHF | 135'000 | 135'000 | 134'094 | 134'094 | 53'454 CHF | 54'795 CHF | 100.00% | 100.00% |
18.11.2024 | 2.74% | 0.35 CHF | 0.36 CHF | 130'000 | 130'000 | 130'610 | 130'610 | 47'100 CHF | 48'406 CHF | 99.90% | 99.90% |
15.11.2024 | 2.40% | 0.42 CHF | 0.43 CHF | 135'000 | 135'000 | 134'443 | 134'443 | 55'471 CHF | 56'816 CHF | 100.00% | 100.00% |
14.11.2024 | 2.32% | 0.41 CHF | 0.42 CHF | 135'000 | 135'000 | 134'434 | 134'434 | 57'300 CHF | 58'644 CHF | 98.58% | 98.58% |
13.11.2024 | 2.25% | 0.46 CHF | 0.47 CHF | 135'000 | 135'000 | 134'462 | 134'462 | 59'067 CHF | 60'412 CHF | 100.00% | 100.00% |
12.11.2024 | 2.45% | 0.45 CHF | 0.46 CHF | 135'000 | 135'000 | 134'439 | 134'439 | 54'336 CHF | 55'681 CHF | 99.16% | 99.16% |
11.11.2024 | 2.60% | 0.37 CHF | 0.38 CHF | 130'000 | 130'000 | 133'054 | 133'054 | 50'487 CHF | 51'818 CHF | 100.00% | 100.00% |
08.11.2024 | 2.42% | 0.42 CHF | 0.43 CHF | 135'000 | 135'000 | 134'437 | 134'437 | 55'028 CHF | 56'373 CHF | 99.04% | 99.04% |
07.11.2024 | 2.71% | 0.38 CHF | 0.39 CHF | 130'000 | 130'000 | 129'464 | 129'464 | 47'225 CHF | 48'519 CHF | 99.99% | 99.99% |