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 | 0.61% | 1.65 CHF | 1.66 CHF | 186'000 | 186'000 | 185'690 | 185'690 | 305'688 CHF | 307'545 CHF | 100.00% | 100.00% |
19.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 184'000 | 184'000 | 183'991 | 183'991 | 300'272 CHF | 302'112 CHF | 100.00% | 100.00% |
18.11.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 180'000 | 180'000 | 178'640 | 178'640 | 283'161 CHF | 284'948 CHF | 100.00% | 100.00% |
15.11.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 179'000 | 179'000 | 180'009 | 180'009 | 287'638 CHF | 289'438 CHF | 100.00% | 100.00% |
14.11.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 182'000 | 182'000 | 184'355 | 184'355 | 301'822 CHF | 303'666 CHF | 100.00% | 100.00% |
13.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 187'000 | 187'000 | 188'263 | 188'263 | 314'382 CHF | 316'264 CHF | 100.00% | 100.00% |
12.11.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 190'000 | 190'000 | 188'634 | 188'634 | 315'679 CHF | 317'566 CHF | 99.85% | 99.85% |
11.11.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 183'000 | 183'000 | 183'007 | 183'007 | 297'458 CHF | 299'288 CHF | 99.68% | 99.68% |
08.11.2024 | 0.84% | 1.65 CHF | 1.66 CHF | 185'000 | 185'000 | 148'744 | 148'744 | 240'576 CHF | 242'393 CHF | 98.79% | 98.79% |
07.11.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 169'000 | 169'000 | 170'177 | 170'177 | 256'316 CHF | 258'017 CHF | 100.00% | 100.00% |