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 | 1.27% | 0.78 CHF | 0.79 CHF | 185'000 | 185'000 | 180'063 | 180'063 | 140'373 CHF | 142'174 CHF | 100.00% | 100.00% |
19.11.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 185'000 | 185'000 | 179'861 | 179'861 | 139'924 CHF | 141'722 CHF | 100.00% | 100.00% |
18.11.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 185'000 | 185'000 | 180'087 | 180'087 | 140'559 CHF | 142'360 CHF | 100.00% | 100.00% |
15.11.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 185'000 | 185'000 | 179'871 | 179'871 | 141'694 CHF | 143'492 CHF | 100.00% | 100.00% |
14.11.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 185'000 | 185'000 | 182'210 | 182'210 | 146'990 CHF | 148'812 CHF | 99.39% | 99.39% |
13.11.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 185'000 | 185'000 | 180'539 | 180'539 | 143'190 CHF | 144'995 CHF | 100.00% | 100.00% |
12.11.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 185'000 | 185'000 | 179'309 | 179'309 | 142'011 CHF | 143'804 CHF | 98.86% | 100.00% |
11.11.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 181'000 | 181'000 | 172'557 | 172'557 | 131'153 CHF | 132'879 CHF | 99.93% | 99.93% |
08.11.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 177'000 | 177'000 | 168'895 | 168'895 | 123'643 CHF | 125'332 CHF | 100.00% | 100.00% |
07.11.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 165'000 | 165'000 | 162'853 | 162'853 | 113'120 CHF | 114'748 CHF | 98.41% | 98.41% |