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 | 1.97% | 0.49 CHF | 0.50 CHF | 166'000 | 166'000 | 164'552 | 164'552 | 82'608 CHF | 84'254 CHF | 100.00% | 100.00% |
19.11.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 164'000 | 164'000 | 165'537 | 165'537 | 81'235 CHF | 82'890 CHF | 99.87% | 99.87% |
18.11.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 164'000 | 164'000 | 164'764 | 164'764 | 82'311 CHF | 83'959 CHF | 100.00% | 100.00% |
15.11.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 164'000 | 164'000 | 163'985 | 163'985 | 88'300 CHF | 89'940 CHF | 100.00% | 100.00% |
14.11.2024 | 1.74% | 0.60 CHF | 0.61 CHF | 162'000 | 162'000 | 162'417 | 162'417 | 92'404 CHF | 94'029 CHF | 100.00% | 100.00% |
13.11.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 164'000 | 164'000 | 163'696 | 163'696 | 89'576 CHF | 91'213 CHF | 100.00% | 100.00% |
12.11.2024 | 1.69% | 0.57 CHF | 0.58 CHF | 162'000 | 162'000 | 162'000 | 162'000 | 95'293 CHF | 96'913 CHF | 99.89% | 99.89% |
11.11.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 162'000 | 162'000 | 160'733 | 160'733 | 99'445 CHF | 101'052 CHF | 100.00% | 100.00% |
08.11.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 162'000 | 162'000 | 161'154 | 161'154 | 99'092 CHF | 100'703 CHF | 98.92% | 98.92% |
07.11.2024 | 1.57% | 0.61 CHF | 0.62 CHF | 162'000 | 162'000 | 160'470 | 160'470 | 101'778 CHF | 103'383 CHF | 100.00% | 100.00% |