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 | 1.01% | 1.00 CHF | 1.01 CHF | 208'000 | 208'000 | 207'965 | 207'965 | 205'060 CHF | 207'139 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 208'000 | 208'000 | 208'037 | 208'037 | 207'995 CHF | 210'075 CHF | 100.00% | 100.00% |
18.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 203'000 | 203'000 | 205'399 | 205'399 | 198'536 CHF | 200'590 CHF | 100.00% | 100.00% |
15.11.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 208'000 | 208'000 | 203'869 | 203'869 | 195'365 CHF | 197'404 CHF | 100.00% | 100.00% |
14.11.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 203'000 | 203'000 | 207'189 | 207'189 | 204'464 CHF | 206'536 CHF | 100.00% | 100.00% |
13.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 208'000 | 208'000 | 211'767 | 211'767 | 218'145 CHF | 220'263 CHF | 100.00% | 100.00% |
12.11.2024 | 0.98% | 1.06 CHF | 1.07 CHF | 213'000 | 213'000 | 208'820 | 208'820 | 212'324 CHF | 214'412 CHF | 99.87% | 99.87% |
11.11.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 203'000 | 203'000 | 203'169 | 203'169 | 194'355 CHF | 196'386 CHF | 99.66% | 99.66% |
08.11.2024 | 1.11% | 0.98 CHF | 0.99 CHF | 208'000 | 208'000 | 198'391 | 198'391 | 188'112 CHF | 190'148 CHF | 98.76% | 98.76% |
07.11.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 194'000 | 194'000 | 194'669 | 194'669 | 160'277 CHF | 162'224 CHF | 100.00% | 100.00% |