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 | 0.94% | 1.03 CHF | 1.04 CHF | 185'000 | 185'000 | 184'238 | 184'238 | 194'328 CHF | 196'170 CHF | 100.00% | 100.00% |
19.11.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 178'000 | 178'000 | 177'251 | 177'251 | 186'139 CHF | 187'911 CHF | 99.84% | 99.84% |
18.11.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 182'200 | 182'200 | 181'449 | 181'449 | 199'999 CHF | 201'813 CHF | 100.00% | 100.00% |
15.11.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 184'900 | 184'900 | 184'138 | 184'138 | 202'415 CHF | 204'256 CHF | 100.00% | 100.00% |
14.11.2024 | 0.97% | 1.07 CHF | 1.08 CHF | 196'200 | 196'200 | 195'390 | 195'390 | 200'115 CHF | 202'069 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 0.97 CHF | 0.98 CHF | 188'500 | 188'500 | 188'110 | 188'110 | 186'790 CHF | 188'671 CHF | 100.00% | 100.00% |
12.11.2024 | 0.90% | 1.04 CHF | 1.05 CHF | 176'400 | 176'400 | 175'673 | 175'673 | 193'315 CHF | 195'072 CHF | 99.86% | 99.86% |
11.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 170'700 | 170'700 | 171'593 | 171'593 | 196'256 CHF | 197'972 CHF | 100.00% | 100.00% |
08.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 180'200 | 180'200 | 177'919 | 177'919 | 199'562 CHF | 201'341 CHF | 98.88% | 98.88% |
07.11.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 184'600 | 184'600 | 189'319 | 189'319 | 210'370 CHF | 212'263 CHF | 100.00% | 100.00% |