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 | 0.56% | 1.75 CHF | 1.76 CHF | 196'000 | 196'000 | 193'123 | 193'123 | 342'792 CHF | 344'724 CHF | 100.00% | 100.00% |
19.11.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 192'000 | 192'000 | 193'847 | 193'847 | 342'102 CHF | 344'040 CHF | 100.00% | 100.00% |
18.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 192'000 | 192'000 | 190'953 | 190'953 | 346'885 CHF | 348'794 CHF | 100.00% | 100.00% |
15.11.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 188'000 | 188'000 | 188'000 | 188'000 | 350'372 CHF | 352'252 CHF | 100.00% | 100.00% |
14.11.2024 | 0.55% | 1.87 CHF | 1.88 CHF | 188'000 | 188'000 | 190'131 | 190'131 | 346'166 CHF | 348'068 CHF | 100.00% | 100.00% |
13.11.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 192'000 | 192'000 | 191'938 | 191'938 | 345'482 CHF | 347'401 CHF | 100.00% | 100.00% |
12.11.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 192'000 | 192'000 | 189'076 | 189'076 | 345'109 CHF | 346'999 CHF | 100.00% | 100.00% |
11.11.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 183'000 | 183'000 | 182'388 | 182'388 | 352'491 CHF | 354'315 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 1.91 CHF | 1.92 CHF | 183'000 | 183'000 | 181'976 | 181'976 | 353'406 CHF | 355'226 CHF | 99.20% | 99.20% |
07.11.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 175'000 | 175'000 | 173'175 | 173'175 | 360'889 CHF | 362'620 CHF | 100.00% | 100.00% |