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 | 0.63% | 1.59 CHF | 1.60 CHF | 186'000 | 186'000 | 185'689 | 185'689 | 293'988 CHF | 295'844 CHF | 100.00% | 100.00% |
19.11.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 184'000 | 184'000 | 183'991 | 183'991 | 288'646 CHF | 290'486 CHF | 100.00% | 100.00% |
18.11.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 180'000 | 180'000 | 178'640 | 178'640 | 271'473 CHF | 273'260 CHF | 100.00% | 100.00% |
15.11.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 179'000 | 179'000 | 180'009 | 180'009 | 276'279 CHF | 278'079 CHF | 100.00% | 100.00% |
14.11.2024 | 0.63% | 1.55 CHF | 1.56 CHF | 182'000 | 182'000 | 184'355 | 184'355 | 290'129 CHF | 291'973 CHF | 100.00% | 100.00% |
13.11.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 187'000 | 187'000 | 188'263 | 188'263 | 302'783 CHF | 304'666 CHF | 100.00% | 100.00% |
12.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 190'000 | 190'000 | 188'634 | 188'634 | 303'815 CHF | 305'701 CHF | 99.85% | 99.85% |
11.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 183'000 | 183'000 | 183'007 | 183'007 | 285'972 CHF | 287'802 CHF | 99.69% | 99.69% |
08.11.2024 | 0.88% | 1.58 CHF | 1.59 CHF | 185'000 | 185'000 | 148'732 | 148'732 | 231'120 CHF | 232'937 CHF | 98.81% | 98.81% |
07.11.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 169'000 | 169'000 | 170'177 | 170'177 | 245'345 CHF | 247'047 CHF | 100.00% | 100.00% |