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 | 1.51% | 0.67 CHF | 0.68 CHF | 206'000 | 206'000 | 205'965 | 205'965 | 135'278 CHF | 137'338 CHF | 100.00% | 100.00% |
19.11.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 206'000 | 206'000 | 206'037 | 206'037 | 138'092 CHF | 140'152 CHF | 100.00% | 100.00% |
18.11.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 201'000 | 201'000 | 203'399 | 203'399 | 129'503 CHF | 131'537 CHF | 100.00% | 100.00% |
15.11.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 206'000 | 206'000 | 201'868 | 201'868 | 126'820 CHF | 128'839 CHF | 100.00% | 100.00% |
14.11.2024 | 1.51% | 0.63 CHF | 0.64 CHF | 201'000 | 201'000 | 205'189 | 205'189 | 134'844 CHF | 136'896 CHF | 100.00% | 100.00% |
13.11.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 206'000 | 206'000 | 209'764 | 209'764 | 146'976 CHF | 149'074 CHF | 100.00% | 100.00% |
12.11.2024 | 1.44% | 0.73 CHF | 0.74 CHF | 211'000 | 211'000 | 206'821 | 206'821 | 142'185 CHF | 144'253 CHF | 99.87% | 99.87% |
11.11.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 201'000 | 201'000 | 201'169 | 201'169 | 126'052 CHF | 128'063 CHF | 99.72% | 99.72% |
08.11.2024 | 1.69% | 0.65 CHF | 0.66 CHF | 206'000 | 206'000 | 196'532 | 196'532 | 121'529 CHF | 123'545 CHF | 100.00% | 100.00% |
07.11.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 192'000 | 192'000 | 192'669 | 192'669 | 94'757 CHF | 96'683 CHF | 100.00% | 100.00% |