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 | 0.82% | 1.23 CHF | 1.24 CHF | 140'000 | 140'000 | 136'193 | 136'193 | 165'781 CHF | 167'143 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 136'000 | 136'000 | 138'683 | 138'683 | 171'898 CHF | 173'285 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 136'000 | 136'000 | 134'994 | 134'994 | 162'121 CHF | 163'471 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 132'000 | 132'000 | 132'280 | 132'280 | 157'653 CHF | 158'976 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 136'000 | 136'000 | 137'327 | 137'327 | 169'826 CHF | 171'200 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 140'000 | 140'000 | 136'398 | 136'398 | 167'836 CHF | 169'200 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 136'000 | 136'000 | 135'438 | 135'438 | 163'388 CHF | 164'742 CHF | 99.85% | 99.85% |
11.11.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 132'000 | 132'000 | 135'306 | 135'306 | 163'127 CHF | 164'481 CHF | 99.64% | 99.64% |
08.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 136'000 | 136'000 | 134'834 | 134'834 | 162'952 CHF | 164'300 CHF | 99.43% | 99.43% |
07.11.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 166'098 CHF | 167'452 CHF | 100.00% | 100.00% |