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 | 1.50% | 0.66 CHF | 0.67 CHF | 185'000 | 185'000 | 180'063 | 180'063 | 118'839 CHF | 120'640 CHF | 100.00% | 100.00% |
19.11.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 185'000 | 185'000 | 179'861 | 179'861 | 118'525 CHF | 120'324 CHF | 100.00% | 100.00% |
18.11.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 185'000 | 185'000 | 180'086 | 180'086 | 119'193 CHF | 120'994 CHF | 100.00% | 100.00% |
15.11.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 185'000 | 185'000 | 179'871 | 179'871 | 120'251 CHF | 122'050 CHF | 100.00% | 100.00% |
14.11.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 185'000 | 185'000 | 182'214 | 182'214 | 125'201 CHF | 127'023 CHF | 99.39% | 99.39% |
13.11.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 185'000 | 185'000 | 180'538 | 180'538 | 121'662 CHF | 123'468 CHF | 100.00% | 100.00% |
12.11.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 185'000 | 185'000 | 179'309 | 179'309 | 120'530 CHF | 122'323 CHF | 98.86% | 100.00% |
11.11.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 181'000 | 181'000 | 172'557 | 172'557 | 110'430 CHF | 112'155 CHF | 99.93% | 99.93% |
08.11.2024 | 1.62% | 0.63 CHF | 0.64 CHF | 177'000 | 177'000 | 168'896 | 168'896 | 103'431 CHF | 105'120 CHF | 100.00% | 100.00% |
07.11.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 165'000 | 165'000 | 162'851 | 162'851 | 93'575 CHF | 95'203 CHF | 98.41% | 98.41% |