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 | 1.40% | 0.71 CHF | 0.72 CHF | 185'000 | 185'000 | 180'063 | 180'063 | 127'930 CHF | 129'731 CHF | 100.00% | 100.00% |
19.11.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 185'000 | 185'000 | 179'861 | 179'861 | 128'157 CHF | 129'956 CHF | 100.00% | 100.00% |
18.11.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 185'000 | 185'000 | 180'087 | 180'087 | 128'642 CHF | 130'443 CHF | 100.00% | 100.00% |
15.11.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 185'000 | 185'000 | 179'871 | 179'871 | 129'796 CHF | 131'595 CHF | 100.00% | 100.00% |
14.11.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 185'000 | 185'000 | 182'207 | 182'207 | 135'180 CHF | 137'002 CHF | 99.33% | 99.33% |
13.11.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 185'000 | 185'000 | 180'539 | 180'539 | 131'277 CHF | 133'082 CHF | 100.00% | 100.00% |
12.11.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 185'000 | 185'000 | 179'309 | 179'309 | 130'175 CHF | 131'968 CHF | 98.86% | 100.00% |
11.11.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 181'000 | 181'000 | 172'557 | 172'557 | 119'814 CHF | 121'540 CHF | 99.93% | 99.93% |
08.11.2024 | 1.49% | 0.69 CHF | 0.70 CHF | 177'000 | 177'000 | 168'896 | 168'896 | 112'557 CHF | 114'246 CHF | 100.00% | 100.00% |
07.11.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 165'000 | 165'000 | 162'852 | 162'852 | 102'090 CHF | 103'719 CHF | 98.41% | 98.41% |