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 | 1.61% | 0.63 CHF | 0.64 CHF | 208'000 | 208'000 | 207'965 | 207'965 | 128'335 CHF | 130'414 CHF | 100.00% | 100.00% |
19.11.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 208'000 | 208'000 | 208'037 | 208'037 | 131'166 CHF | 133'246 CHF | 100.00% | 100.00% |
18.11.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 203'000 | 203'000 | 205'399 | 205'399 | 122'657 CHF | 124'711 CHF | 100.00% | 100.00% |
15.11.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 208'000 | 208'000 | 203'868 | 203'868 | 120'124 CHF | 122'162 CHF | 100.00% | 100.00% |
14.11.2024 | 1.61% | 0.59 CHF | 0.60 CHF | 203'000 | 203'000 | 207'188 | 207'188 | 127'914 CHF | 129'986 CHF | 100.00% | 100.00% |
13.11.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 208'000 | 208'000 | 211'766 | 211'766 | 139'918 CHF | 142'036 CHF | 100.00% | 100.00% |
12.11.2024 | 1.53% | 0.69 CHF | 0.70 CHF | 213'000 | 213'000 | 208'820 | 208'820 | 135'205 CHF | 137'294 CHF | 99.85% | 99.85% |
11.11.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 203'000 | 203'000 | 203'169 | 203'169 | 119'343 CHF | 121'375 CHF | 99.73% | 99.73% |
08.11.2024 | 1.81% | 0.61 CHF | 0.62 CHF | 208'000 | 208'000 | 198'481 | 198'481 | 114'912 CHF | 116'948 CHF | 100.00% | 100.00% |
07.11.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 194'000 | 194'000 | 194'669 | 194'669 | 88'306 CHF | 90'252 CHF | 100.00% | 100.00% |