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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 196'000 | 196'000 | 195'986 | 195'986 | 220'596 CHF | 222'556 CHF | 100.00% | 100.00% |
20.11.2024 | 0.86% | 1.13 CHF | 1.14 CHF | 196'000 | 196'000 | 193'123 | 193'123 | 223'405 CHF | 225'337 CHF | 100.00% | 100.00% |
19.11.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 192'000 | 192'000 | 193'847 | 193'847 | 222'125 CHF | 224'064 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 192'000 | 192'000 | 190'953 | 190'953 | 228'913 CHF | 230'823 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 188'000 | 188'000 | 188'000 | 188'000 | 234'314 CHF | 236'194 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 1.25 CHF | 1.26 CHF | 188'000 | 188'000 | 190'131 | 190'131 | 228'605 CHF | 230'506 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 192'000 | 192'000 | 191'938 | 191'938 | 227'236 CHF | 229'156 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 1.18 CHF | 1.19 CHF | 192'000 | 192'000 | 189'076 | 189'076 | 228'572 CHF | 230'463 CHF | 100.00% | 100.00% |
11.11.2024 | 0.76% | 1.28 CHF | 1.29 CHF | 183'000 | 183'000 | 182'388 | 182'388 | 240'238 CHF | 242'062 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 1.30 CHF | 1.31 CHF | 183'000 | 183'000 | 181'975 | 181'975 | 240'866 CHF | 242'685 CHF | 99.20% | 99.20% |