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 | 1.81% | 0.56 CHF | 0.57 CHF | 188'000 | 188'000 | 186'229 | 186'229 | 102'159 CHF | 104'021 CHF | 100.00% | 100.00% |
19.11.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 186'000 | 186'000 | 187'039 | 187'039 | 104'242 CHF | 106'112 CHF | 100.00% | 100.00% |
18.11.2024 | 1.83% | 0.52 CHF | 0.53 CHF | 184'000 | 184'000 | 185'259 | 185'259 | 100'330 CHF | 102'183 CHF | 100.00% | 100.00% |
15.11.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 186'000 | 186'000 | 185'194 | 185'194 | 102'197 CHF | 104'049 CHF | 100.00% | 100.00% |
14.11.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 186'000 | 186'000 | 187'297 | 187'297 | 107'605 CHF | 109'478 CHF | 99.33% | 99.33% |
13.11.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 192'000 | 192'000 | 191'353 | 191'353 | 121'447 CHF | 123'361 CHF | 100.00% | 100.00% |
12.11.2024 | 1.65% | 0.65 CHF | 0.66 CHF | 192'000 | 192'000 | 189'166 | 189'166 | 113'613 CHF | 115'505 CHF | 100.00% | 100.00% |
11.11.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 186'000 | 186'000 | 186'013 | 186'013 | 105'212 CHF | 107'072 CHF | 99.93% | 99.93% |
08.11.2024 | 1.76% | 0.59 CHF | 0.60 CHF | 188'000 | 188'000 | 185'802 | 185'802 | 104'547 CHF | 106'405 CHF | 100.00% | 100.00% |
07.11.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 182'000 | 182'000 | 182'780 | 182'780 | 98'071 CHF | 99'899 CHF | 100.00% | 100.00% |