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 | 1.53% | 0.63 CHF | 0.64 CHF | 161'000 | 161'000 | 158'868 | 158'868 | 102'891 CHF | 104'480 CHF | 100.00% | 100.00% |
19.11.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 159'000 | 159'000 | 157'939 | 157'939 | 104'723 CHF | 106'303 CHF | 100.00% | 100.00% |
18.11.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 156'000 | 156'000 | 156'604 | 156'604 | 106'520 CHF | 108'086 CHF | 100.00% | 100.00% |
15.11.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 154'000 | 154'000 | 153'444 | 153'444 | 109'008 CHF | 110'543 CHF | 100.00% | 100.00% |
14.11.2024 | 1.50% | 0.68 CHF | 0.69 CHF | 156'000 | 156'000 | 157'581 | 157'581 | 104'495 CHF | 106'070 CHF | 99.39% | 99.39% |
13.11.2024 | 1.42% | 0.62 CHF | 0.63 CHF | 163'000 | 163'000 | 154'601 | 154'601 | 108'358 CHF | 109'904 CHF | 99.46% | 99.46% |
12.11.2024 | 1.27% | 0.76 CHF | 0.77 CHF | 151'000 | 151'000 | 148'528 | 148'528 | 116'301 CHF | 117'786 CHF | 100.00% | 100.00% |
11.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 148'000 | 148'000 | 147'857 | 147'857 | 116'956 CHF | 118'435 CHF | 99.93% | 99.93% |
08.11.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 149'000 | 149'000 | 147'919 | 147'919 | 117'116 CHF | 118'596 CHF | 100.00% | 100.00% |
07.11.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 144'000 | 144'000 | 143'072 | 143'072 | 121'641 CHF | 123'071 CHF | 99.43% | 99.43% |