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 | 1.56% | 0.61 CHF | 0.62 CHF | 159'800 | 159'800 | 157'231 | 157'231 | 99'998 CHF | 101'571 CHF | 100.00% | 100.00% |
19.11.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 163'500 | 163'500 | 163'398 | 163'398 | 86'733 CHF | 88'367 CHF | 100.00% | 100.00% |
18.11.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 159'600 | 159'600 | 162'155 | 162'155 | 88'255 CHF | 89'877 CHF | 100.00% | 100.00% |
15.11.2024 | 1.74% | 0.55 CHF | 0.56 CHF | 155'300 | 155'300 | 152'882 | 152'882 | 86'932 CHF | 88'461 CHF | 100.00% | 100.00% |
14.11.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 146'700 | 146'700 | 146'700 | 146'700 | 86'437 CHF | 87'904 CHF | 100.00% | 100.00% |
13.11.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 149'100 | 149'100 | 148'274 | 148'274 | 91'163 CHF | 92'646 CHF | 100.00% | 100.00% |
12.11.2024 | 1.48% | 0.61 CHF | 0.62 CHF | 128'100 | 128'100 | 126'075 | 126'075 | 84'740 CHF | 86'001 CHF | 99.85% | 99.85% |
11.11.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 133'000 | 133'000 | 133'036 | 133'036 | 96'630 CHF | 97'961 CHF | 99.66% | 99.66% |
08.11.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 134'700 | 134'700 | 134'760 | 134'760 | 88'579 CHF | 89'927 CHF | 98.73% | 98.73% |
07.11.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 147'300 | 147'300 | 147'355 | 147'355 | 98'728 CHF | 100'202 CHF | 100.00% | 100.00% |