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 | 0.69% | 1.43 CHF | 1.44 CHF | 188'000 | 188'000 | 181'399 | 181'399 | 260'991 CHF | 262'805 CHF | 100.00% | 100.00% |
19.11.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 188'000 | 188'000 | 182'153 | 182'153 | 261'800 CHF | 263'621 CHF | 100.00% | 100.00% |
18.11.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 184'000 | 184'000 | 180'669 | 180'669 | 262'466 CHF | 264'273 CHF | 100.00% | 100.00% |
15.11.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 186'000 | 186'000 | 180'982 | 180'982 | 261'765 CHF | 263'575 CHF | 100.00% | 100.00% |
14.11.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 188'000 | 188'000 | 182'913 | 182'913 | 260'039 CHF | 261'868 CHF | 99.39% | 99.39% |
13.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 194'000 | 194'000 | 188'351 | 188'351 | 256'509 CHF | 258'393 CHF | 100.00% | 100.00% |
12.11.2024 | 0.72% | 1.36 CHF | 1.37 CHF | 194'000 | 194'000 | 186'167 | 186'167 | 257'250 CHF | 259'112 CHF | 100.00% | 100.00% |
11.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 190'000 | 190'000 | 183'308 | 183'308 | 258'619 CHF | 260'452 CHF | 99.93% | 99.93% |
08.11.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 190'000 | 190'000 | 182'984 | 182'984 | 260'369 CHF | 262'199 CHF | 100.00% | 100.00% |
07.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 184'000 | 184'000 | 178'850 | 178'850 | 262'436 CHF | 264'225 CHF | 98.21% | 98.21% |