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 | 0.51% | 1.94 CHF | 1.95 CHF | 185'000 | 185'000 | 184'237 | 184'237 | 361'460 CHF | 363'302 CHF | 100.00% | 100.00% |
19.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 185'000 | 185'000 | 185'033 | 185'033 | 355'738 CHF | 357'589 CHF | 99.67% | 99.67% |
18.11.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 185'000 | 185'000 | 184'969 | 184'969 | 354'264 CHF | 356'113 CHF | 100.00% | 100.00% |
15.11.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 185'000 | 185'000 | 184'237 | 184'237 | 355'858 CHF | 357'700 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 185'000 | 185'000 | 184'233 | 184'233 | 361'636 CHF | 363'478 CHF | 99.38% | 99.38% |
13.11.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 190'000 | 190'000 | 189'337 | 189'337 | 340'237 CHF | 342'130 CHF | 99.88% | 99.88% |
12.11.2024 | 0.53% | 1.83 CHF | 1.84 CHF | 190'000 | 190'000 | 187'769 | 187'769 | 352'667 CHF | 354'545 CHF | 99.81% | 99.81% |
11.11.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 185'000 | 185'000 | 184'237 | 184'237 | 356'958 CHF | 358'800 CHF | 100.00% | 100.00% |
08.11.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 185'000 | 185'000 | 185'838 | 185'838 | 352'710 CHF | 354'569 CHF | 99.17% | 99.17% |
07.11.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 190'000 | 190'000 | 188'356 | 188'356 | 350'833 CHF | 352'717 CHF | 99.83% | 99.83% |