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 | 0.58% | 1.67 CHF | 1.68 CHF | 167'200 | 167'200 | 168'286 | 168'286 | 288'809 CHF | 290'492 CHF | 100.00% | 100.00% |
19.11.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 169'000 | 169'000 | 165'750 | 165'750 | 281'774 CHF | 283'431 CHF | 100.00% | 100.00% |
18.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 163'600 | 163'600 | 161'247 | 161'247 | 283'140 CHF | 284'753 CHF | 100.00% | 100.00% |
15.11.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 159'800 | 159'800 | 161'603 | 161'603 | 289'720 CHF | 291'336 CHF | 100.00% | 100.00% |
14.11.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 162'900 | 162'900 | 162'478 | 162'478 | 286'988 CHF | 288'612 CHF | 99.79% | 99.79% |
13.11.2024 | 0.56% | 1.72 CHF | 1.73 CHF | 162'200 | 162'200 | 164'132 | 164'132 | 291'046 CHF | 292'687 CHF | 100.00% | 100.00% |
12.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 165'400 | 165'400 | 163'893 | 163'893 | 288'240 CHF | 289'879 CHF | 100.00% | 100.00% |
11.11.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 162'900 | 162'900 | 161'090 | 161'090 | 287'338 CHF | 288'949 CHF | 100.00% | 100.00% |
08.11.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 159'900 | 159'900 | 156'704 | 156'704 | 284'447 CHF | 286'014 CHF | 100.00% | 100.00% |
07.11.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 154'600 | 154'600 | 159'407 | 159'407 | 300'556 CHF | 302'150 CHF | 100.00% | 100.00% |