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 | 1.08% | 0.93 CHF | 0.94 CHF | 188'000 | 188'000 | 186'229 | 186'229 | 171'797 CHF | 173'659 CHF | 100.00% | 100.00% |
19.11.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 186'000 | 186'000 | 187'039 | 187'039 | 174'027 CHF | 175'897 CHF | 100.00% | 100.00% |
18.11.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 184'000 | 184'000 | 185'258 | 185'258 | 169'499 CHF | 171'352 CHF | 100.00% | 100.00% |
15.11.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 186'000 | 186'000 | 185'194 | 185'194 | 171'589 CHF | 173'441 CHF | 100.00% | 100.00% |
14.11.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 186'000 | 186'000 | 187'298 | 187'298 | 177'870 CHF | 179'743 CHF | 99.33% | 99.33% |
13.11.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 192'000 | 192'000 | 191'353 | 191'353 | 193'111 CHF | 195'025 CHF | 100.00% | 100.00% |
12.11.2024 | 1.02% | 1.02 CHF | 1.03 CHF | 192'000 | 192'000 | 189'166 | 189'166 | 184'524 CHF | 186'416 CHF | 100.00% | 100.00% |
11.11.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 186'000 | 186'000 | 186'013 | 186'013 | 175'006 CHF | 176'866 CHF | 99.93% | 99.93% |
08.11.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 188'000 | 188'000 | 185'802 | 185'802 | 174'189 CHF | 176'047 CHF | 99.99% | 99.99% |
07.11.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 182'000 | 182'000 | 182'779 | 182'779 | 166'910 CHF | 168'737 CHF | 100.00% | 100.00% |