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 | 1.17% | 0.84 CHF | 0.85 CHF | 216'700 | 216'700 | 211'956 | 211'956 | 180'838 CHF | 182'957 CHF | 100.00% | 100.00% |
19.11.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 208'900 | 208'900 | 220'531 | 220'531 | 196'549 CHF | 198'755 CHF | 100.00% | 100.00% |
18.11.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 228'200 | 228'200 | 227'659 | 227'659 | 190'042 CHF | 192'319 CHF | 100.00% | 100.00% |
15.11.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 227'400 | 227'400 | 230'032 | 230'032 | 188'623 CHF | 190'924 CHF | 98.67% | 98.67% |
14.11.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 231'800 | 231'800 | 213'217 | 213'217 | 172'461 CHF | 174'593 CHF | 99.91% | 99.91% |
13.11.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 201'100 | 201'100 | 198'697 | 198'697 | 180'575 CHF | 182'562 CHF | 100.00% | 100.00% |
12.11.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 197'100 | 197'100 | 194'275 | 194'275 | 180'206 CHF | 182'149 CHF | 100.00% | 100.00% |
11.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 192'500 | 192'500 | 175'366 | 175'366 | 169'720 CHF | 171'474 CHF | 100.00% | 100.00% |
08.11.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 164'100 | 164'100 | 169'463 | 169'463 | 188'645 CHF | 190'339 CHF | 100.00% | 100.00% |
07.11.2024 | 0.93% | 1.11 CHF | 1.12 CHF | 173'000 | 173'000 | 175'660 | 175'660 | 187'100 CHF | 188'856 CHF | 100.00% | 100.00% |