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 | 1.12% | 0.90 CHF | 0.91 CHF | 208'000 | 208'000 | 207'965 | 207'965 | 184'468 CHF | 186'548 CHF | 100.00% | 100.00% |
19.11.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 208'000 | 208'000 | 208'037 | 208'037 | 187'284 CHF | 189'365 CHF | 100.00% | 100.00% |
18.11.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 203'000 | 203'000 | 205'399 | 205'399 | 178'096 CHF | 180'150 CHF | 100.00% | 100.00% |
15.11.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 208'000 | 208'000 | 203'868 | 203'868 | 175'108 CHF | 177'147 CHF | 100.00% | 100.00% |
14.11.2024 | 1.12% | 0.86 CHF | 0.87 CHF | 203'000 | 203'000 | 207'189 | 207'189 | 183'840 CHF | 185'912 CHF | 100.00% | 100.00% |
13.11.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 208'000 | 208'000 | 211'765 | 211'765 | 197'081 CHF | 199'199 CHF | 100.00% | 100.00% |
12.11.2024 | 1.08% | 0.96 CHF | 0.97 CHF | 213'000 | 213'000 | 208'821 | 208'821 | 191'645 CHF | 193'734 CHF | 99.87% | 99.87% |
11.11.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 203'000 | 203'000 | 203'170 | 203'170 | 174'216 CHF | 176'248 CHF | 99.71% | 99.71% |
08.11.2024 | 1.23% | 0.88 CHF | 0.89 CHF | 208'000 | 208'000 | 198'481 | 198'481 | 168'515 CHF | 170'551 CHF | 100.00% | 100.00% |
07.11.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 194'000 | 194'000 | 194'669 | 194'669 | 140'898 CHF | 142'845 CHF | 100.00% | 100.00% |