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 | 1.22% | 0.80 CHF | 0.81 CHF | 166'000 | 166'000 | 164'553 | 164'553 | 133'560 CHF | 135'206 CHF | 100.00% | 100.00% |
19.11.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 164'000 | 164'000 | 165'537 | 165'537 | 132'493 CHF | 134'149 CHF | 99.88% | 99.88% |
18.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 164'000 | 164'000 | 164'764 | 164'764 | 133'357 CHF | 135'005 CHF | 100.00% | 100.00% |
15.11.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 164'000 | 164'000 | 163'985 | 163'985 | 139'041 CHF | 140'681 CHF | 100.00% | 100.00% |
14.11.2024 | 1.13% | 0.91 CHF | 0.92 CHF | 162'000 | 162'000 | 162'417 | 162'417 | 142'655 CHF | 144'279 CHF | 100.00% | 100.00% |
13.11.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 164'000 | 164'000 | 163'695 | 163'695 | 140'219 CHF | 141'856 CHF | 100.00% | 100.00% |
12.11.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 162'000 | 162'000 | 162'000 | 162'000 | 145'396 CHF | 147'016 CHF | 99.91% | 99.91% |
11.11.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 162'000 | 162'000 | 160'732 | 160'732 | 149'189 CHF | 150'797 CHF | 100.00% | 100.00% |
08.11.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 162'000 | 162'000 | 161'155 | 161'155 | 148'874 CHF | 150'485 CHF | 98.93% | 98.93% |
07.11.2024 | 1.05% | 0.91 CHF | 0.92 CHF | 162'000 | 162'000 | 160'470 | 160'470 | 151'404 CHF | 153'009 CHF | 100.00% | 100.00% |