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 | 0.67% | 1.49 CHF | 1.50 CHF | 186'000 | 186'000 | 185'689 | 185'689 | 275'707 CHF | 277'564 CHF | 100.00% | 100.00% |
19.11.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 184'000 | 184'000 | 183'990 | 183'990 | 270'594 CHF | 272'434 CHF | 100.00% | 100.00% |
18.11.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 180'000 | 180'000 | 178'639 | 178'639 | 253'958 CHF | 255'745 CHF | 100.00% | 100.00% |
15.11.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 179'000 | 179'000 | 180'007 | 180'007 | 258'540 CHF | 260'340 CHF | 100.00% | 100.00% |
14.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 182'000 | 182'000 | 184'355 | 184'355 | 272'066 CHF | 273'910 CHF | 100.00% | 100.00% |
13.11.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 187'000 | 187'000 | 188'263 | 188'263 | 284'126 CHF | 286'009 CHF | 100.00% | 100.00% |
12.11.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 190'000 | 190'000 | 188'634 | 188'634 | 285'251 CHF | 287'137 CHF | 99.85% | 99.85% |
11.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 183'000 | 183'000 | 183'007 | 183'007 | 267'897 CHF | 269'727 CHF | 99.69% | 99.69% |
08.11.2024 | 0.94% | 1.48 CHF | 1.49 CHF | 185'000 | 185'000 | 148'733 | 148'733 | 216'457 CHF | 218'274 CHF | 98.81% | 98.81% |
07.11.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 169'000 | 169'000 | 170'177 | 170'177 | 228'479 CHF | 230'181 CHF | 100.00% | 100.00% |