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 | 1.36% | 0.71 CHF | 0.72 CHF | 260'000 | 260'000 | 254'381 | 254'381 | 185'209 CHF | 187'753 CHF | 100.00% | 100.00% |
19.11.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 260'000 | 260'000 | 258'179 | 258'179 | 183'969 CHF | 186'551 CHF | 100.00% | 100.00% |
18.11.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 240'000 | 240'000 | 239'011 | 239'011 | 179'891 CHF | 182'281 CHF | 100.00% | 100.00% |
15.11.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 240'000 | 240'000 | 239'963 | 239'963 | 181'249 CHF | 183'648 CHF | 100.00% | 100.00% |
14.11.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 260'000 | 260'000 | 258'928 | 258'928 | 185'842 CHF | 188'431 CHF | 100.00% | 100.00% |
13.11.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 260'000 | 260'000 | 251'905 | 251'905 | 182'784 CHF | 185'303 CHF | 100.00% | 100.00% |
12.11.2024 | 1.33% | 0.72 CHF | 0.73 CHF | 260'000 | 260'000 | 241'477 | 241'477 | 180'470 CHF | 182'885 CHF | 100.00% | 100.00% |
11.11.2024 | 1.21% | 0.80 CHF | 0.81 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 196'886 CHF | 199'276 CHF | 100.00% | 100.00% |
08.11.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 240'000 | 240'000 | 238'997 | 238'997 | 188'881 CHF | 191'271 CHF | 98.75% | 98.75% |
07.11.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 207'363 CHF | 209'753 CHF | 100.00% | 100.00% |