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 | 1.41% | 0.70 CHF | 0.71 CHF | 166'000 | 166'000 | 164'553 | 164'553 | 116'001 CHF | 117'646 CHF | 100.00% | 100.00% |
19.11.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 164'000 | 164'000 | 165'537 | 165'537 | 114'802 CHF | 116'457 CHF | 99.87% | 99.87% |
18.11.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 164'000 | 164'000 | 164'764 | 164'764 | 115'769 CHF | 117'416 CHF | 100.00% | 100.00% |
15.11.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 164'000 | 164'000 | 163'985 | 163'985 | 121'702 CHF | 123'342 CHF | 100.00% | 100.00% |
14.11.2024 | 1.29% | 0.80 CHF | 0.81 CHF | 162'000 | 162'000 | 162'417 | 162'417 | 125'436 CHF | 127'060 CHF | 100.00% | 100.00% |
13.11.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 164'000 | 164'000 | 163'695 | 163'695 | 122'829 CHF | 124'466 CHF | 100.00% | 100.00% |
12.11.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 162'000 | 162'000 | 162'000 | 162'000 | 128'080 CHF | 129'700 CHF | 99.90% | 99.90% |
11.11.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 162'000 | 162'000 | 160'732 | 160'732 | 131'984 CHF | 133'591 CHF | 100.00% | 100.00% |
08.11.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 162'000 | 162'000 | 161'154 | 161'154 | 131'800 CHF | 133'411 CHF | 98.90% | 98.90% |
07.11.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 162'000 | 162'000 | 160'470 | 160'470 | 134'405 CHF | 136'010 CHF | 100.00% | 100.00% |