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 | 1.38% | 0.73 CHF | 0.74 CHF | 188'000 | 188'000 | 186'229 | 186'229 | 134'146 CHF | 136'008 CHF | 100.00% | 100.00% |
19.11.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 186'000 | 186'000 | 187'039 | 187'039 | 136'280 CHF | 138'151 CHF | 100.00% | 100.00% |
18.11.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 184'000 | 184'000 | 185'258 | 185'258 | 132'124 CHF | 133'977 CHF | 100.00% | 100.00% |
15.11.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 186'000 | 186'000 | 185'195 | 185'195 | 134'005 CHF | 135'857 CHF | 100.00% | 100.00% |
14.11.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 186'000 | 186'000 | 187'298 | 187'298 | 139'997 CHF | 141'870 CHF | 99.33% | 99.33% |
13.11.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 192'000 | 192'000 | 191'352 | 191'352 | 154'368 CHF | 156'282 CHF | 100.00% | 100.00% |
12.11.2024 | 1.29% | 0.82 CHF | 0.83 CHF | 192'000 | 192'000 | 189'166 | 189'166 | 146'146 CHF | 148'038 CHF | 100.00% | 100.00% |
11.11.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 186'000 | 186'000 | 186'013 | 186'013 | 137'254 CHF | 139'114 CHF | 99.93% | 99.93% |
08.11.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 188'000 | 188'000 | 185'802 | 185'802 | 136'502 CHF | 138'360 CHF | 100.00% | 100.00% |
07.11.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 182'000 | 182'000 | 182'780 | 182'780 | 129'638 CHF | 131'466 CHF | 100.00% | 100.00% |