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 | 140'000 | 140'000 | 136'194 | 136'194 | 133'591 CHF | 134'953 CHF | 100.00% | 100.00% |
19.11.2024 | 0.99% | 0.98 CHF | 0.99 CHF | 136'000 | 136'000 | 138'684 | 138'684 | 139'235 CHF | 140'622 CHF | 100.00% | 100.00% |
18.11.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 136'000 | 136'000 | 134'995 | 134'995 | 130'132 CHF | 131'482 CHF | 100.00% | 100.00% |
15.11.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 132'000 | 132'000 | 132'280 | 132'280 | 126'403 CHF | 127'726 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 136'000 | 136'000 | 137'326 | 137'326 | 137'309 CHF | 138'683 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 140'000 | 140'000 | 136'398 | 136'398 | 135'536 CHF | 136'900 CHF | 100.00% | 100.00% |
12.11.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 136'000 | 136'000 | 135'438 | 135'438 | 131'632 CHF | 132'986 CHF | 99.85% | 99.85% |
11.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 132'000 | 132'000 | 135'307 | 135'307 | 131'285 CHF | 132'638 CHF | 99.65% | 99.65% |
08.11.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 136'000 | 136'000 | 134'833 | 134'833 | 131'247 CHF | 132'596 CHF | 99.46% | 99.46% |
07.11.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 134'116 CHF | 135'470 CHF | 100.00% | 100.00% |