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 | 1.63% | 0.61 CHF | 0.62 CHF | 419'000 | 419'000 | 419'000 | 419'000 | 255'195 CHF | 259'385 CHF | 100.00% | 100.00% |
19.11.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 419'000 | 419'000 | 419'000 | 419'000 | 258'048 CHF | 262'238 CHF | 100.00% | 100.00% |
18.11.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 419'000 | 419'000 | 419'000 | 419'000 | 253'651 CHF | 257'841 CHF | 100.00% | 100.00% |
15.11.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 419'000 | 419'000 | 419'000 | 419'000 | 254'913 CHF | 259'103 CHF | 100.00% | 100.00% |
14.11.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 419'000 | 419'000 | 423'251 | 423'251 | 267'983 CHF | 272'216 CHF | 99.34% | 99.34% |
13.11.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 442'000 | 442'000 | 442'000 | 442'000 | 290'576 CHF | 294'996 CHF | 100.00% | 100.00% |
12.11.2024 | 1.56% | 0.66 CHF | 0.67 CHF | 442'000 | 442'000 | 423'457 | 423'457 | 269'757 CHF | 273'991 CHF | 100.00% | 100.00% |
11.11.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 419'000 | 419'000 | 419'000 | 419'000 | 257'204 CHF | 261'394 CHF | 99.93% | 99.93% |
08.11.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 419'000 | 419'000 | 418'976 | 418'976 | 257'911 CHF | 262'101 CHF | 100.00% | 100.00% |
07.11.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 396'000 | 396'000 | 399'588 | 399'588 | 238'953 CHF | 242'948 CHF | 100.00% | 100.00% |