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 | 1.20% | 0.84 CHF | 0.85 CHF | 188'000 | 188'000 | 186'230 | 186'230 | 154'312 CHF | 156'174 CHF | 100.00% | 100.00% |
19.11.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 186'000 | 186'000 | 187'039 | 187'039 | 156'588 CHF | 158'458 CHF | 100.00% | 100.00% |
18.11.2024 | 1.21% | 0.80 CHF | 0.81 CHF | 184'000 | 184'000 | 185'259 | 185'259 | 152'338 CHF | 154'191 CHF | 100.00% | 100.00% |
15.11.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 186'000 | 186'000 | 185'195 | 185'195 | 154'251 CHF | 156'103 CHF | 100.00% | 100.00% |
14.11.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 186'000 | 186'000 | 187'297 | 187'297 | 160'316 CHF | 162'189 CHF | 99.33% | 99.33% |
13.11.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 192'000 | 192'000 | 191'354 | 191'354 | 175'237 CHF | 177'151 CHF | 100.00% | 100.00% |
12.11.2024 | 1.13% | 0.93 CHF | 0.94 CHF | 192'000 | 192'000 | 189'166 | 189'166 | 166'761 CHF | 168'653 CHF | 100.00% | 100.00% |
11.11.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 186'000 | 186'000 | 186'014 | 186'014 | 157'545 CHF | 159'405 CHF | 99.93% | 99.93% |
08.11.2024 | 1.18% | 0.87 CHF | 0.88 CHF | 188'000 | 188'000 | 185'802 | 185'802 | 156'885 CHF | 158'743 CHF | 100.00% | 100.00% |
07.11.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 182'000 | 182'000 | 182'780 | 182'780 | 149'667 CHF | 151'495 CHF | 100.00% | 100.00% |