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 | 1.65% | 0.59 CHF | 0.60 CHF | 160'000 | 160'000 | 159'091 | 159'091 | 96'554 CHF | 98'154 CHF | 99.01% | 99.01% |
19.11.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 160'000 | 160'000 | 158'051 | 158'051 | 93'745 CHF | 95'345 CHF | 97.91% | 97.91% |
18.11.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 160'000 | 160'000 | 158'215 | 158'215 | 96'242 CHF | 97'842 CHF | 98.91% | 98.91% |
15.11.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 160'000 | 160'000 | 158'674 | 158'674 | 100'545 CHF | 102'145 CHF | 99.22% | 99.22% |
14.11.2024 | 1.63% | 0.64 CHF | 0.65 CHF | 160'000 | 160'000 | 158'487 | 158'487 | 98'491 CHF | 100'091 CHF | 98.35% | 98.35% |
13.11.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 160'000 | 160'000 | 159'280 | 159'280 | 94'831 CHF | 96'428 CHF | 98.72% | 98.72% |
12.11.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 160'000 | 160'000 | 158'240 | 158'240 | 100'811 CHF | 102'411 CHF | 98.26% | 98.26% |
11.11.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 160'000 | 160'000 | 158'061 | 158'061 | 100'488 CHF | 102'088 CHF | 99.39% | 99.39% |
08.11.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 160'000 | 160'000 | 158'453 | 158'453 | 96'054 CHF | 97'654 CHF | 97.48% | 97.48% |
07.11.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 160'000 | 160'000 | 157'822 | 157'822 | 97'578 CHF | 99'178 CHF | 98.06% | 98.06% |