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 | 0.84% | 1.16 CHF | 1.17 CHF | 196'000 | 196'000 | 193'123 | 193'123 | 229'259 CHF | 231'190 CHF | 100.00% | 100.00% |
19.11.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 192'000 | 192'000 | 193'847 | 193'847 | 228'763 CHF | 230'701 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 192'000 | 192'000 | 190'953 | 190'953 | 235'241 CHF | 237'150 CHF | 100.00% | 100.00% |
15.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 188'000 | 188'000 | 188'000 | 188'000 | 240'318 CHF | 242'198 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 1.28 CHF | 1.29 CHF | 188'000 | 188'000 | 190'131 | 190'131 | 234'811 CHF | 236'713 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 192'000 | 192'000 | 191'938 | 191'938 | 233'122 CHF | 235'042 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 1.21 CHF | 1.22 CHF | 192'000 | 192'000 | 189'076 | 189'076 | 234'342 CHF | 236'232 CHF | 100.00% | 100.00% |
11.11.2024 | 0.74% | 1.31 CHF | 1.32 CHF | 183'000 | 183'000 | 182'388 | 182'388 | 245'677 CHF | 247'501 CHF | 100.00% | 100.00% |
08.11.2024 | 0.73% | 1.33 CHF | 1.34 CHF | 183'000 | 183'000 | 181'975 | 181'975 | 246'709 CHF | 248'529 CHF | 99.18% | 99.18% |
07.11.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 175'000 | 175'000 | 173'175 | 173'175 | 259'363 CHF | 261'095 CHF | 100.00% | 100.00% |