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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 188'000 | 188'000 | 188'681 | 188'681 | 340'527 CHF | 342'414 CHF | 100.00% | 100.00% |
20.11.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 186'000 | 186'000 | 185'690 | 185'690 | 330'443 CHF | 332'300 CHF | 100.00% | 100.00% |
19.11.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 184'000 | 184'000 | 183'991 | 183'991 | 324'655 CHF | 326'495 CHF | 100.00% | 100.00% |
18.11.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 180'000 | 180'000 | 178'640 | 178'640 | 306'752 CHF | 308'539 CHF | 100.00% | 100.00% |
15.11.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 179'000 | 179'000 | 180'008 | 180'008 | 311'507 CHF | 313'307 CHF | 100.00% | 100.00% |
14.11.2024 | 0.56% | 1.75 CHF | 1.76 CHF | 182'000 | 182'000 | 184'355 | 184'355 | 326'320 CHF | 328'164 CHF | 100.00% | 100.00% |
13.11.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 187'000 | 187'000 | 188'263 | 188'263 | 339'713 CHF | 341'596 CHF | 100.00% | 100.00% |
12.11.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 190'000 | 190'000 | 188'633 | 188'633 | 340'955 CHF | 342'842 CHF | 99.85% | 99.85% |
11.11.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 183'000 | 183'000 | 183'007 | 183'007 | 321'892 CHF | 323'722 CHF | 99.64% | 99.64% |
08.11.2024 | 0.78% | 1.78 CHF | 1.79 CHF | 185'000 | 185'000 | 148'800 | 148'800 | 260'543 CHF | 262'360 CHF | 98.70% | 98.70% |