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 | 0.71% | 1.40 CHF | 1.41 CHF | 192'800 | 192'800 | 189'917 | 189'917 | 267'065 CHF | 268'964 CHF | 100.00% | 100.00% |
19.11.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 188'100 | 188'100 | 195'272 | 195'272 | 282'625 CHF | 284'578 CHF | 100.00% | 100.00% |
18.11.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 200'000 | 200'000 | 199'699 | 199'699 | 276'710 CHF | 278'707 CHF | 100.00% | 100.00% |
15.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 199'600 | 199'600 | 201'191 | 201'191 | 275'504 CHF | 277'516 CHF | 98.67% | 98.67% |
14.11.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 202'200 | 202'200 | 191'062 | 191'062 | 259'332 CHF | 261'243 CHF | 99.91% | 99.91% |
13.11.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 183'800 | 183'800 | 182'298 | 182'298 | 266'564 CHF | 268'387 CHF | 100.00% | 100.00% |
12.11.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 181'300 | 181'300 | 179'557 | 179'557 | 266'390 CHF | 268'186 CHF | 100.00% | 100.00% |
11.11.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 178'400 | 178'400 | 167'518 | 167'518 | 255'586 CHF | 257'261 CHF | 100.00% | 100.00% |
08.11.2024 | 0.60% | 1.63 CHF | 1.64 CHF | 160'300 | 160'300 | 163'915 | 163'915 | 273'608 CHF | 275'247 CHF | 100.00% | 100.00% |
07.11.2024 | 0.62% | 1.67 CHF | 1.68 CHF | 166'300 | 166'300 | 168'053 | 168'053 | 272'379 CHF | 274'059 CHF | 100.00% | 100.00% |