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 | 1.03% | 0.97 CHF | 0.98 CHF | 186'000 | 186'000 | 185'688 | 185'688 | 179'806 CHF | 181'662 CHF | 100.00% | 100.00% |
19.11.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 184'000 | 184'000 | 183'991 | 183'991 | 175'508 CHF | 177'348 CHF | 100.00% | 100.00% |
18.11.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 180'000 | 180'000 | 178'639 | 178'639 | 161'991 CHF | 163'777 CHF | 100.00% | 100.00% |
15.11.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 179'000 | 179'000 | 180'008 | 180'008 | 165'536 CHF | 167'336 CHF | 100.00% | 100.00% |
14.11.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 182'000 | 182'000 | 184'355 | 184'355 | 176'803 CHF | 178'646 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 187'000 | 187'000 | 188'263 | 188'263 | 186'847 CHF | 188'730 CHF | 100.00% | 100.00% |
12.11.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 190'000 | 190'000 | 188'634 | 188'634 | 187'884 CHF | 189'770 CHF | 99.85% | 99.85% |
11.11.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 183'000 | 183'000 | 183'007 | 183'007 | 173'340 CHF | 175'171 CHF | 99.69% | 99.69% |
08.11.2024 | 1.45% | 0.97 CHF | 0.98 CHF | 185'000 | 185'000 | 148'725 | 148'725 | 139'675 CHF | 141'492 CHF | 98.83% | 98.83% |
07.11.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 169'000 | 169'000 | 170'177 | 170'177 | 140'620 CHF | 142'322 CHF | 100.00% | 100.00% |