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 | 1.06% | 0.93 CHF | 0.94 CHF | 170'000 | 170'000 | 168'169 | 168'169 | 161'607 CHF | 163'290 CHF | 99.01% | 99.01% |
19.11.2024 | 1.12% | 0.92 CHF | 0.93 CHF | 170'000 | 170'000 | 168'053 | 168'053 | 152'788 CHF | 154'471 CHF | 98.81% | 98.81% |
18.11.2024 | 1.03% | 0.99 CHF | 1.00 CHF | 170'000 | 170'000 | 168'250 | 168'250 | 165'345 CHF | 167'030 CHF | 99.88% | 99.88% |
15.11.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 170'000 | 170'000 | 168'194 | 168'194 | 161'788 CHF | 163'472 CHF | 99.72% | 99.72% |
14.11.2024 | 1.11% | 0.95 CHF | 0.96 CHF | 170'000 | 170'000 | 172'860 | 172'860 | 158'662 CHF | 160'393 CHF | 98.47% | 98.47% |
13.11.2024 | 1.14% | 0.84 CHF | 0.85 CHF | 170'000 | 170'000 | 168'763 | 168'763 | 150'714 CHF | 152'404 CHF | 99.49% | 99.49% |
12.11.2024 | 1.07% | 0.90 CHF | 0.91 CHF | 170'000 | 170'000 | 168'241 | 168'241 | 160'211 CHF | 161'895 CHF | 99.87% | 99.87% |
11.11.2024 | 1.08% | 1.00 CHF | 1.01 CHF | 170'000 | 170'000 | 169'300 | 169'300 | 159'728 CHF | 161'423 CHF | 100.00% | 100.00% |
08.11.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 180'000 | 180'000 | 176'794 | 176'794 | 154'126 CHF | 155'896 CHF | 98.44% | 98.44% |
07.11.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 170'000 | 170'000 | 168'024 | 168'024 | 169'848 CHF | 171'530 CHF | 99.85% | 99.85% |