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 | 1.77% | 0.94 CHF | 0.95 CHF | 132'000 | 132'000 | 58'456 | 58'456 | 51'808 CHF | 52'569 CHF | 99.33% | 99.33% |
19.11.2024 | 1.78% | 0.87 CHF | 0.88 CHF | 131'000 | 131'000 | 58'563 | 58'563 | 51'047 CHF | 51'808 CHF | 100.00% | 100.00% |
18.11.2024 | 1.78% | 0.86 CHF | 0.87 CHF | 130'000 | 130'000 | 58'169 | 58'169 | 50'492 CHF | 51'249 CHF | 99.78% | 99.78% |
15.11.2024 | 1.75% | 0.87 CHF | 0.88 CHF | 130'000 | 130'000 | 58'101 | 58'101 | 50'691 CHF | 51'447 CHF | 100.00% | 100.00% |
14.11.2024 | 1.80% | 0.87 CHF | 0.88 CHF | 130'000 | 130'000 | 58'330 | 58'330 | 50'305 CHF | 51'066 CHF | 98.56% | 98.56% |
13.11.2024 | 1.95% | 0.86 CHF | 0.87 CHF | 130'000 | 130'000 | 57'747 | 57'747 | 47'242 CHF | 47'991 CHF | 99.80% | 99.80% |
12.11.2024 | 1.96% | 0.78 CHF | 0.79 CHF | 128'000 | 128'000 | 57'694 | 57'694 | 45'301 CHF | 46'050 CHF | 99.90% | 99.90% |
11.11.2024 | 1.92% | 0.76 CHF | 0.77 CHF | 128'000 | 128'000 | 57'763 | 57'763 | 45'212 CHF | 45'964 CHF | 99.90% | 99.90% |
08.11.2024 | 1.79% | 0.81 CHF | 0.82 CHF | 130'000 | 130'000 | 59'192 | 59'192 | 50'069 CHF | 50'836 CHF | 99.05% | 99.05% |
07.11.2024 | 1.81% | 0.88 CHF | 0.89 CHF | 133'000 | 133'000 | 59'034 | 59'034 | 50'403 CHF | 51'168 CHF | 100.00% | 100.00% |