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 | 2.01% | 0.49 CHF | 0.50 CHF | 166'000 | 166'000 | 164'553 | 164'553 | 81'169 CHF | 82'815 CHF | 100.00% | 100.00% |
19.11.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 164'000 | 164'000 | 165'537 | 165'537 | 79'777 CHF | 81'433 CHF | 99.90% | 99.90% |
18.11.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 164'000 | 164'000 | 164'764 | 164'764 | 80'934 CHF | 82'582 CHF | 100.00% | 100.00% |
15.11.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 164'000 | 164'000 | 163'986 | 163'986 | 86'887 CHF | 88'527 CHF | 100.00% | 100.00% |
14.11.2024 | 1.77% | 0.59 CHF | 0.60 CHF | 162'000 | 162'000 | 162'417 | 162'417 | 91'113 CHF | 92'737 CHF | 100.00% | 100.00% |
13.11.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 164'000 | 164'000 | 163'695 | 163'695 | 88'217 CHF | 89'854 CHF | 100.00% | 100.00% |
12.11.2024 | 1.71% | 0.56 CHF | 0.57 CHF | 162'000 | 162'000 | 162'000 | 162'000 | 93'915 CHF | 95'535 CHF | 99.89% | 99.89% |
11.11.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 162'000 | 162'000 | 160'732 | 160'732 | 98'028 CHF | 99'635 CHF | 100.00% | 100.00% |
08.11.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 162'000 | 162'000 | 161'155 | 161'155 | 97'718 CHF | 99'330 CHF | 98.96% | 98.96% |
07.11.2024 | 1.59% | 0.60 CHF | 0.61 CHF | 162'000 | 162'000 | 160'471 | 160'471 | 100'406 CHF | 102'011 CHF | 100.00% | 100.00% |