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 | 1.07% | 0.92 CHF | 0.93 CHF | 166'000 | 166'000 | 164'552 | 164'552 | 152'265 CHF | 153'910 CHF | 100.00% | 100.00% |
19.11.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 164'000 | 164'000 | 165'537 | 165'537 | 151'284 CHF | 152'940 CHF | 99.85% | 99.85% |
18.11.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 164'000 | 164'000 | 164'764 | 164'764 | 152'087 CHF | 153'735 CHF | 100.00% | 100.00% |
15.11.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 164'000 | 164'000 | 163'985 | 163'985 | 157'779 CHF | 159'419 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 162'000 | 162'000 | 162'417 | 162'417 | 161'168 CHF | 162'792 CHF | 100.00% | 100.00% |
13.11.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 164'000 | 164'000 | 163'696 | 163'696 | 158'842 CHF | 160'479 CHF | 100.00% | 100.00% |
12.11.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 162'000 | 162'000 | 162'000 | 162'000 | 163'720 CHF | 165'340 CHF | 99.86% | 99.86% |
11.11.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 162'000 | 162'000 | 160'732 | 160'732 | 167'345 CHF | 168'952 CHF | 100.00% | 100.00% |
08.11.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 162'000 | 162'000 | 161'154 | 161'154 | 167'254 CHF | 168'866 CHF | 98.88% | 98.88% |
07.11.2024 | 0.94% | 1.03 CHF | 1.04 CHF | 162'000 | 162'000 | 160'470 | 160'470 | 169'708 CHF | 171'313 CHF | 100.00% | 100.00% |