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 | 0.68% | 1.47 CHF | 1.48 CHF | 186'000 | 186'000 | 185'689 | 185'689 | 273'013 CHF | 274'870 CHF | 100.00% | 100.00% |
19.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 184'000 | 184'000 | 183'991 | 183'991 | 267'831 CHF | 269'671 CHF | 100.00% | 100.00% |
18.11.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 180'000 | 180'000 | 178'640 | 178'640 | 251'606 CHF | 253'393 CHF | 100.00% | 100.00% |
15.11.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 179'000 | 179'000 | 180'008 | 180'008 | 256'091 CHF | 257'891 CHF | 100.00% | 100.00% |
14.11.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 182'000 | 182'000 | 184'355 | 184'355 | 269'276 CHF | 271'120 CHF | 100.00% | 100.00% |
13.11.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 187'000 | 187'000 | 188'263 | 188'263 | 281'341 CHF | 283'224 CHF | 100.00% | 100.00% |
12.11.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 190'000 | 190'000 | 188'634 | 188'634 | 282'455 CHF | 284'341 CHF | 99.85% | 99.85% |
11.11.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 183'000 | 183'000 | 183'006 | 183'006 | 265'363 CHF | 267'194 CHF | 99.73% | 99.73% |
08.11.2024 | 0.95% | 1.47 CHF | 1.48 CHF | 185'000 | 185'000 | 148'053 | 148'053 | 213'464 CHF | 215'282 CHF | 100.00% | 100.00% |
07.11.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 169'000 | 169'000 | 170'177 | 170'177 | 226'515 CHF | 228'217 CHF | 100.00% | 100.00% |