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 | 1.80% | 0.55 CHF | 0.56 CHF | 185'000 | 185'000 | 180'064 | 180'064 | 99'050 CHF | 100'851 CHF | 100.00% | 100.00% |
19.11.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 185'000 | 185'000 | 179'861 | 179'861 | 99'288 CHF | 101'087 CHF | 100.00% | 100.00% |
18.11.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 185'000 | 185'000 | 180'087 | 180'087 | 99'609 CHF | 101'410 CHF | 100.00% | 100.00% |
15.11.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 185'000 | 185'000 | 179'873 | 179'873 | 100'832 CHF | 102'631 CHF | 100.00% | 100.00% |
14.11.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 185'000 | 185'000 | 182'211 | 182'211 | 105'532 CHF | 107'354 CHF | 99.39% | 99.39% |
13.11.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 185'000 | 185'000 | 180'538 | 180'538 | 102'138 CHF | 103'943 CHF | 100.00% | 100.00% |
12.11.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 185'000 | 185'000 | 179'309 | 179'309 | 101'036 CHF | 102'829 CHF | 98.86% | 100.00% |
11.11.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 181'000 | 181'000 | 172'557 | 172'557 | 91'647 CHF | 93'372 CHF | 99.93% | 99.93% |
08.11.2024 | 1.97% | 0.53 CHF | 0.54 CHF | 177'000 | 177'000 | 168'896 | 168'896 | 85'059 CHF | 86'748 CHF | 100.00% | 100.00% |
07.11.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 165'000 | 165'000 | 162'851 | 162'851 | 75'793 CHF | 77'421 CHF | 98.41% | 98.41% |