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% | 1.78 CHF | 1.79 CHF | 185'000 | 185'000 | 184'237 | 184'237 | 332'222 CHF | 334'065 CHF | 100.00% | 100.00% |
19.11.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 185'000 | 185'000 | 185'035 | 185'035 | 326'398 CHF | 328'248 CHF | 99.72% | 99.72% |
18.11.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 185'000 | 185'000 | 184'969 | 184'969 | 324'455 CHF | 326'305 CHF | 100.00% | 100.00% |
15.11.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 185'000 | 185'000 | 184'237 | 184'237 | 326'469 CHF | 328'311 CHF | 100.00% | 100.00% |
14.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 185'000 | 185'000 | 184'234 | 184'234 | 332'298 CHF | 334'141 CHF | 99.50% | 99.50% |
13.11.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 190'000 | 190'000 | 189'337 | 189'337 | 309'711 CHF | 311'605 CHF | 99.83% | 99.83% |
12.11.2024 | 0.58% | 1.67 CHF | 1.68 CHF | 190'000 | 190'000 | 187'770 | 187'770 | 322'816 CHF | 324'694 CHF | 99.93% | 99.93% |
11.11.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 185'000 | 185'000 | 184'237 | 184'237 | 327'590 CHF | 329'433 CHF | 100.00% | 100.00% |
08.11.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 185'000 | 185'000 | 185'838 | 185'838 | 322'737 CHF | 324'595 CHF | 99.20% | 99.20% |
07.11.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 190'000 | 190'000 | 188'354 | 188'354 | 320'633 CHF | 322'517 CHF | 99.79% | 99.79% |