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 | 1.38% | 0.72 CHF | 0.73 CHF | 185'000 | 185'000 | 180'063 | 180'063 | 129'645 CHF | 131'446 CHF | 100.00% | 100.00% |
19.11.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 185'000 | 185'000 | 179'861 | 179'861 | 129'419 CHF | 131'218 CHF | 100.00% | 100.00% |
18.11.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 185'000 | 185'000 | 180'086 | 180'086 | 130'046 CHF | 131'847 CHF | 100.00% | 100.00% |
15.11.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 185'000 | 185'000 | 179'871 | 179'871 | 131'241 CHF | 133'040 CHF | 100.00% | 100.00% |
14.11.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 185'000 | 185'000 | 182'214 | 182'214 | 136'379 CHF | 138'201 CHF | 99.39% | 99.39% |
13.11.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 185'000 | 185'000 | 180'538 | 180'538 | 132'726 CHF | 134'531 CHF | 100.00% | 100.00% |
12.11.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 185'000 | 185'000 | 179'309 | 179'309 | 131'504 CHF | 133'297 CHF | 98.86% | 100.00% |
11.11.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 181'000 | 181'000 | 172'557 | 172'557 | 121'125 CHF | 122'850 CHF | 99.93% | 99.93% |
08.11.2024 | 1.47% | 0.70 CHF | 0.71 CHF | 177'000 | 177'000 | 168'896 | 168'896 | 113'791 CHF | 115'480 CHF | 100.00% | 100.00% |
07.11.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 165'000 | 165'000 | 162'851 | 162'851 | 103'552 CHF | 105'181 CHF | 98.41% | 98.41% |