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 | 1.71% | 0.59 CHF | 0.60 CHF | 230'000 | 230'000 | 221'017 | 221'017 | 128'377 CHF | 130'587 CHF | 99.47% | 99.47% |
19.11.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 230'000 | 230'000 | 227'601 | 227'601 | 135'316 CHF | 137'592 CHF | 99.78% | 99.78% |
18.11.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 220'000 | 220'000 | 219'092 | 219'092 | 126'148 CHF | 128'339 CHF | 99.89% | 99.89% |
15.11.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 220'000 | 220'000 | 219'093 | 219'093 | 127'132 CHF | 129'323 CHF | 100.00% | 100.00% |
14.11.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 220'000 | 220'000 | 223'224 | 223'224 | 132'997 CHF | 135'229 CHF | 98.67% | 98.67% |
13.11.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 230'000 | 230'000 | 221'159 | 221'159 | 129'841 CHF | 132'053 CHF | 100.00% | 100.00% |
12.11.2024 | 1.69% | 0.61 CHF | 0.62 CHF | 230'000 | 230'000 | 220'835 | 220'835 | 129'946 CHF | 132'154 CHF | 99.88% | 99.88% |
11.11.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 220'000 | 220'000 | 219'093 | 219'093 | 120'675 CHF | 122'866 CHF | 100.00% | 100.00% |
08.11.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 220'000 | 220'000 | 219'083 | 219'083 | 125'386 CHF | 127'577 CHF | 99.04% | 99.04% |
07.11.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 220'000 | 220'000 | 219'093 | 219'093 | 121'531 CHF | 123'721 CHF | 100.00% | 100.00% |