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 | 1.23% | 0.80 CHF | 0.81 CHF | 166'000 | 166'000 | 164'553 | 164'553 | 133'196 CHF | 134'841 CHF | 100.00% | 100.00% |
19.11.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 164'000 | 164'000 | 165'537 | 165'537 | 132'143 CHF | 133'799 CHF | 99.83% | 99.83% |
18.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 164'000 | 164'000 | 164'764 | 164'764 | 133'048 CHF | 134'696 CHF | 100.00% | 100.00% |
15.11.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 164'000 | 164'000 | 163'986 | 163'986 | 138'820 CHF | 140'460 CHF | 100.00% | 100.00% |
14.11.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 162'000 | 162'000 | 162'417 | 162'417 | 142'403 CHF | 144'027 CHF | 100.00% | 100.00% |
13.11.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 164'000 | 164'000 | 163'695 | 163'695 | 139'901 CHF | 141'538 CHF | 100.00% | 100.00% |
12.11.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 162'000 | 162'000 | 162'000 | 162'000 | 144'906 CHF | 146'526 CHF | 99.86% | 99.86% |
11.11.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 162'000 | 162'000 | 160'733 | 160'733 | 148'830 CHF | 150'437 CHF | 100.00% | 100.00% |
08.11.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 162'000 | 162'000 | 161'155 | 161'155 | 148'489 CHF | 150'100 CHF | 98.92% | 98.92% |
07.11.2024 | 1.06% | 0.91 CHF | 0.92 CHF | 162'000 | 162'000 | 160'471 | 160'471 | 151'120 CHF | 152'724 CHF | 100.00% | 100.00% |