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 | 0.61% | 1.62 CHF | 1.63 CHF | 196'000 | 196'000 | 193'123 | 193'123 | 316'659 CHF | 318'590 CHF | 100.00% | 100.00% |
19.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 192'000 | 192'000 | 193'847 | 193'847 | 316'286 CHF | 318'224 CHF | 100.00% | 100.00% |
18.11.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 192'000 | 192'000 | 190'953 | 190'953 | 321'540 CHF | 323'449 CHF | 100.00% | 100.00% |
15.11.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 188'000 | 188'000 | 188'000 | 188'000 | 325'245 CHF | 327'125 CHF | 100.00% | 100.00% |
14.11.2024 | 0.59% | 1.73 CHF | 1.74 CHF | 188'000 | 188'000 | 190'131 | 190'131 | 320'636 CHF | 322'537 CHF | 100.00% | 100.00% |
13.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 192'000 | 192'000 | 191'938 | 191'938 | 319'707 CHF | 321'627 CHF | 100.00% | 100.00% |
12.11.2024 | 0.59% | 1.66 CHF | 1.67 CHF | 192'000 | 192'000 | 189'076 | 189'076 | 319'887 CHF | 321'778 CHF | 100.00% | 100.00% |
11.11.2024 | 0.55% | 1.76 CHF | 1.77 CHF | 183'000 | 183'000 | 182'388 | 182'388 | 327'943 CHF | 329'767 CHF | 100.00% | 100.00% |
08.11.2024 | 0.55% | 1.78 CHF | 1.79 CHF | 183'000 | 183'000 | 181'975 | 181'975 | 328'548 CHF | 330'367 CHF | 99.20% | 99.20% |
07.11.2024 | 0.51% | 1.92 CHF | 1.93 CHF | 175'000 | 175'000 | 173'175 | 173'175 | 337'312 CHF | 339'044 CHF | 100.00% | 100.00% |