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 | 1.66% | 0.59 CHF | 0.60 CHF | 166'000 | 166'000 | 164'552 | 164'552 | 98'606 CHF | 100'251 CHF | 100.00% | 100.00% |
19.11.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 164'000 | 164'000 | 165'537 | 165'537 | 97'348 CHF | 99'003 CHF | 99.91% | 99.91% |
18.11.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 164'000 | 164'000 | 164'764 | 164'764 | 98'422 CHF | 100'070 CHF | 100.00% | 100.00% |
15.11.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 164'000 | 164'000 | 163'985 | 163'985 | 104'388 CHF | 106'028 CHF | 100.00% | 100.00% |
14.11.2024 | 1.49% | 0.70 CHF | 0.71 CHF | 162'000 | 162'000 | 162'417 | 162'417 | 108'338 CHF | 109'963 CHF | 100.00% | 100.00% |
13.11.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 164'000 | 164'000 | 163'696 | 163'696 | 105'551 CHF | 107'188 CHF | 100.00% | 100.00% |
12.11.2024 | 1.45% | 0.67 CHF | 0.68 CHF | 162'000 | 162'000 | 162'000 | 162'000 | 111'042 CHF | 112'662 CHF | 99.91% | 99.91% |
11.11.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 162'000 | 162'000 | 160'732 | 160'732 | 115'209 CHF | 116'817 CHF | 100.00% | 100.00% |
08.11.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 162'000 | 162'000 | 161'154 | 161'154 | 114'831 CHF | 116'443 CHF | 98.97% | 98.97% |
07.11.2024 | 1.36% | 0.70 CHF | 0.71 CHF | 162'000 | 162'000 | 160'470 | 160'470 | 117'561 CHF | 119'166 CHF | 100.00% | 100.00% |