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 | 0.83% | 1.22 CHF | 1.23 CHF | 156'000 | 156'000 | 158'943 | 158'943 | 191'416 CHF | 193'005 CHF | 100.00% | 100.00% |
19.11.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 160'900 | 160'900 | 153'005 | 153'005 | 176'828 CHF | 178'358 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 147'900 | 147'900 | 148'080 | 148'080 | 184'113 CHF | 185'594 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 148'200 | 148'200 | 146'670 | 146'670 | 185'850 CHF | 187'317 CHF | 98.67% | 98.67% |
14.11.2024 | 0.78% | 1.25 CHF | 1.26 CHF | 145'700 | 145'700 | 155'869 | 155'869 | 200'423 CHF | 201'982 CHF | 99.91% | 99.91% |
13.11.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 162'500 | 162'500 | 164'182 | 164'182 | 190'821 CHF | 192'463 CHF | 100.00% | 100.00% |
12.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 165'300 | 165'300 | 167'344 | 167'344 | 190'678 CHF | 192'351 CHF | 100.00% | 100.00% |
11.11.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 168'700 | 168'700 | 181'686 | 181'686 | 198'792 CHF | 200'609 CHF | 100.00% | 100.00% |
08.11.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 190'400 | 190'400 | 184'917 | 184'917 | 179'755 CHF | 181'604 CHF | 100.00% | 100.00% |
07.11.2024 | 0.98% | 0.97 CHF | 0.98 CHF | 181'300 | 181'300 | 178'821 | 178'821 | 182'065 CHF | 183'853 CHF | 100.00% | 100.00% |