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 | 1.40% | 0.69 CHF | 0.70 CHF | 196'000 | 196'000 | 193'123 | 193'123 | 137'264 CHF | 139'195 CHF | 100.00% | 100.00% |
19.11.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 192'000 | 192'000 | 193'847 | 193'847 | 136'243 CHF | 138'181 CHF | 100.00% | 100.00% |
18.11.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 192'000 | 192'000 | 190'953 | 190'953 | 144'014 CHF | 145'924 CHF | 100.00% | 100.00% |
15.11.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 188'000 | 188'000 | 188'000 | 188'000 | 150'492 CHF | 152'372 CHF | 100.00% | 100.00% |
14.11.2024 | 1.31% | 0.81 CHF | 0.82 CHF | 188'000 | 188'000 | 190'131 | 190'131 | 144'488 CHF | 146'390 CHF | 100.00% | 100.00% |
13.11.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 192'000 | 192'000 | 191'938 | 191'938 | 141'938 CHF | 143'858 CHF | 100.00% | 100.00% |
12.11.2024 | 1.30% | 0.73 CHF | 0.74 CHF | 192'000 | 192'000 | 189'076 | 189'076 | 144'635 CHF | 146'525 CHF | 100.00% | 100.00% |
11.11.2024 | 1.14% | 0.84 CHF | 0.85 CHF | 183'000 | 183'000 | 182'388 | 182'388 | 158'931 CHF | 160'755 CHF | 100.00% | 100.00% |
08.11.2024 | 1.13% | 0.85 CHF | 0.86 CHF | 183'000 | 183'000 | 181'975 | 181'975 | 159'789 CHF | 161'608 CHF | 99.18% | 99.18% |
07.11.2024 | 0.97% | 0.99 CHF | 1.00 CHF | 175'000 | 175'000 | 173'175 | 173'175 | 176'788 CHF | 178'520 CHF | 100.00% | 100.00% |