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 | 1.48% | 0.65 CHF | 0.66 CHF | 196'000 | 196'000 | 193'123 | 193'123 | 129'241 CHF | 131'172 CHF | 100.00% | 100.00% |
19.11.2024 | 1.50% | 0.68 CHF | 0.69 CHF | 192'000 | 192'000 | 193'847 | 193'847 | 128'089 CHF | 130'027 CHF | 100.00% | 100.00% |
18.11.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 192'000 | 192'000 | 190'953 | 190'953 | 136'457 CHF | 138'367 CHF | 100.00% | 100.00% |
15.11.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 188'000 | 188'000 | 188'000 | 188'000 | 143'146 CHF | 145'026 CHF | 100.00% | 100.00% |
14.11.2024 | 1.39% | 0.76 CHF | 0.77 CHF | 188'000 | 188'000 | 190'131 | 190'131 | 136'499 CHF | 138'400 CHF | 100.00% | 100.00% |
13.11.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 192'000 | 192'000 | 191'938 | 191'938 | 133'920 CHF | 135'840 CHF | 100.00% | 100.00% |
12.11.2024 | 1.37% | 0.69 CHF | 0.70 CHF | 192'000 | 192'000 | 189'076 | 188'601 | 136'944 CHF | 138'483 CHF | 100.00% | 100.00% |
11.11.2024 | 1.20% | 0.79 CHF | 0.80 CHF | 183'000 | 183'000 | 182'388 | 182'388 | 151'472 CHF | 153'296 CHF | 100.00% | 100.00% |
08.11.2024 | 1.18% | 0.81 CHF | 0.82 CHF | 183'000 | 183'000 | 181'975 | 181'975 | 152'762 CHF | 154'582 CHF | 99.20% | 99.20% |
07.11.2024 | 1.01% | 0.95 CHF | 0.96 CHF | 175'000 | 175'000 | 173'175 | 173'175 | 170'129 CHF | 171'861 CHF | 100.00% | 100.00% |