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 | 1.61% | 106.20 % | 108.10 % | 50'000 | 50'000 | 122'004 | 122'004 | 129'700 CHF | 131'138 CHF | 97.73% | 97.73% |
19.11.2024 | 1.62% | 106.00 % | 107.90 % | 50'000 | 50'000 | 111'810 | 114'592 | 119'006 CHF | 123'357 CHF | 98.24% | 98.24% |
18.11.2024 | 1.62% | 106.30 % | 108.20 % | 50'000 | 50'000 | 117'878 | 118'011 | 125'222 CHF | 126'775 CHF | 99.13% | 99.13% |
15.11.2024 | 1.61% | 106.30 % | 108.20 % | 50'000 | 50'000 | 119'916 | 119'916 | 127'646 CHF | 129'070 CHF | 99.60% | 99.60% |
14.11.2024 | 1.61% | 106.20 % | 108.10 % | 50'000 | 50'000 | 119'709 | 119'709 | 127'277 CHF | 128'699 CHF | 99.57% | 99.57% |
13.11.2024 | 1.61% | 106.70 % | 108.60 % | 50'000 | 50'000 | 118'549 | 118'549 | 126'702 CHF | 128'117 CHF | 99.27% | 99.27% |
12.11.2024 | 1.61% | 106.60 % | 108.50 % | 50'000 | 50'000 | 118'401 | 118'401 | 126'598 CHF | 128'012 CHF | 99.19% | 99.19% |
11.11.2024 | 1.60% | 107.10 % | 109.00 % | 50'000 | 50'000 | 120'596 | 120'596 | 129'216 CHF | 130'645 CHF | 99.77% | 99.77% |
08.11.2024 | 1.61% | 106.60 % | 108.50 % | 50'000 | 50'000 | 120'174 | 120'174 | 128'310 CHF | 129'735 CHF | 99.66% | 99.66% |
07.11.2024 | 1.61% | 106.70 % | 108.60 % | 50'000 | 50'000 | 121'273 | 121'273 | 128'707 CHF | 130'140 CHF | 99.03% | 99.03% |