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 | 0.54% | 1.81 CHF | 1.82 CHF | 160'000 | 160'000 | 159'679 | 159'679 | 293'607 CHF | 295'204 CHF | 99.44% | 99.44% |
19.11.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 164'000 | 164'000 | 162'721 | 162'721 | 290'551 CHF | 292'178 CHF | 99.41% | 99.41% |
18.11.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 296'890 CHF | 298'484 CHF | 99.88% | 99.88% |
15.11.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 294'122 CHF | 295'715 CHF | 100.00% | 100.00% |
14.11.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 160'000 | 160'000 | 161'294 | 161'294 | 290'100 CHF | 291'713 CHF | 98.60% | 98.60% |
13.11.2024 | 0.56% | 1.72 CHF | 1.73 CHF | 164'000 | 164'000 | 162'909 | 162'909 | 288'801 CHF | 290'430 CHF | 100.00% | 100.00% |
12.11.2024 | 0.54% | 1.78 CHF | 1.79 CHF | 164'000 | 164'000 | 159'820 | 159'820 | 292'692 CHF | 294'290 CHF | 99.90% | 99.90% |
11.11.2024 | 0.55% | 1.88 CHF | 1.89 CHF | 160'000 | 160'000 | 159'795 | 159'795 | 291'646 CHF | 293'244 CHF | 100.00% | 100.00% |
08.11.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 164'000 | 164'000 | 162'820 | 162'820 | 285'353 CHF | 286'982 CHF | 98.51% | 98.51% |
07.11.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 160'000 | 160'000 | 156'115 | 156'115 | 295'972 CHF | 297'533 CHF | 100.00% | 100.00% |