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 | 1.83% | 0.51 CHF | 0.52 CHF | 167'000 | 167'000 | 166'311 | 166'311 | 90'119 CHF | 91'782 CHF | 100.00% | 100.00% |
19.11.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 167'000 | 167'000 | 166'312 | 166'312 | 90'389 CHF | 92'052 CHF | 100.00% | 100.00% |
18.11.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 167'000 | 167'000 | 166'265 | 166'265 | 98'791 CHF | 100'453 CHF | 100.00% | 100.00% |
15.11.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 167'000 | 167'000 | 166'311 | 166'311 | 96'053 CHF | 97'716 CHF | 100.00% | 100.00% |
14.11.2024 | 1.89% | 0.55 CHF | 0.56 CHF | 167'000 | 167'000 | 166'308 | 166'308 | 87'493 CHF | 89'156 CHF | 99.34% | 99.34% |
13.11.2024 | 2.04% | 0.47 CHF | 0.48 CHF | 167'000 | 167'000 | 166'924 | 166'924 | 80'851 CHF | 82'520 CHF | 100.00% | 100.00% |
12.11.2024 | 1.77% | 0.52 CHF | 0.53 CHF | 167'000 | 167'000 | 166'314 | 166'314 | 93'470 CHF | 95'133 CHF | 100.00% | 100.00% |
11.11.2024 | 1.79% | 0.57 CHF | 0.58 CHF | 167'000 | 167'000 | 166'311 | 166'311 | 91'955 CHF | 93'618 CHF | 99.93% | 99.93% |
08.11.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 167'000 | 167'000 | 166'311 | 166'311 | 91'311 CHF | 92'974 CHF | 100.00% | 100.00% |
07.11.2024 | 1.62% | 0.64 CHF | 0.65 CHF | 164'000 | 164'000 | 164'667 | 164'667 | 100'997 CHF | 102'644 CHF | 100.00% | 100.00% |