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 | 0.73% | 1.38 CHF | 1.39 CHF | 186'000 | 186'000 | 185'688 | 185'688 | 255'178 CHF | 257'035 CHF | 100.00% | 100.00% |
19.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 184'000 | 184'000 | 183'991 | 183'991 | 250'254 CHF | 252'094 CHF | 100.00% | 100.00% |
18.11.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 180'000 | 180'000 | 178'639 | 178'639 | 234'381 CHF | 236'167 CHF | 100.00% | 100.00% |
15.11.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 179'000 | 179'000 | 180'008 | 180'008 | 238'757 CHF | 240'557 CHF | 100.00% | 100.00% |
14.11.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 182'000 | 182'000 | 184'355 | 184'355 | 251'682 CHF | 253'526 CHF | 100.00% | 100.00% |
13.11.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 187'000 | 187'000 | 188'262 | 188'262 | 263'288 CHF | 265'171 CHF | 100.00% | 100.00% |
12.11.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 190'000 | 190'000 | 188'634 | 188'634 | 264'263 CHF | 266'149 CHF | 99.85% | 99.85% |
11.11.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 183'000 | 183'000 | 183'006 | 183'006 | 247'704 CHF | 249'534 CHF | 99.72% | 99.72% |
08.11.2024 | 1.02% | 1.37 CHF | 1.38 CHF | 185'000 | 185'000 | 148'053 | 148'053 | 199'144 CHF | 200'961 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 169'000 | 169'000 | 170'177 | 170'177 | 209'966 CHF | 211'668 CHF | 100.00% | 100.00% |