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 | 0.55% | 1.77 CHF | 1.78 CHF | 109'000 | 109'000 | 108'713 | 108'713 | 197'067 CHF | 198'154 CHF | 100.00% | 100.00% |
19.11.2024 | 0.59% | 1.73 CHF | 1.74 CHF | 114'000 | 114'000 | 113'531 | 113'531 | 191'219 CHF | 192'354 CHF | 100.00% | 100.00% |
18.11.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 115'900 | 115'900 | 115'423 | 115'423 | 194'330 CHF | 195'484 CHF | 100.00% | 100.00% |
15.11.2024 | 0.59% | 1.65 CHF | 1.66 CHF | 109'800 | 109'800 | 109'287 | 109'287 | 184'875 CHF | 185'968 CHF | 100.00% | 100.00% |
14.11.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 109'200 | 109'200 | 109'666 | 109'666 | 191'494 CHF | 192'590 CHF | 100.00% | 100.00% |
13.11.2024 | 0.59% | 1.73 CHF | 1.74 CHF | 110'700 | 110'700 | 110'045 | 110'045 | 186'603 CHF | 187'703 CHF | 100.00% | 100.00% |
12.11.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 105'900 | 105'900 | 105'464 | 105'464 | 190'116 CHF | 191'171 CHF | 100.00% | 100.00% |
11.11.2024 | 0.54% | 1.81 CHF | 1.82 CHF | 106'100 | 106'100 | 105'663 | 105'663 | 196'064 CHF | 197'121 CHF | 100.00% | 100.00% |
08.11.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 107'200 | 107'200 | 106'754 | 106'754 | 194'029 CHF | 195'096 CHF | 99.18% | 99.18% |
07.11.2024 | 0.58% | 1.78 CHF | 1.79 CHF | 118'300 | 118'300 | 119'032 | 119'032 | 206'148 CHF | 207'339 CHF | 100.00% | 100.00% |