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 | 0.91% | 1.11 CHF | 1.12 CHF | 208'000 | 208'000 | 207'965 | 207'965 | 227'720 CHF | 229'800 CHF | 100.00% | 100.00% |
19.11.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 208'000 | 208'000 | 208'037 | 208'037 | 230'625 CHF | 232'705 CHF | 100.00% | 100.00% |
18.11.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 203'000 | 203'000 | 205'399 | 205'399 | 220'997 CHF | 223'051 CHF | 100.00% | 100.00% |
15.11.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 208'000 | 208'000 | 203'868 | 203'868 | 217'559 CHF | 219'597 CHF | 100.00% | 100.00% |
14.11.2024 | 0.91% | 1.07 CHF | 1.08 CHF | 203'000 | 203'000 | 207'189 | 207'189 | 227'135 CHF | 229'207 CHF | 100.00% | 100.00% |
13.11.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 208'000 | 208'000 | 211'765 | 211'765 | 241'266 CHF | 243'384 CHF | 100.00% | 100.00% |
12.11.2024 | 0.88% | 1.17 CHF | 1.18 CHF | 213'000 | 213'000 | 208'821 | 208'821 | 235'145 CHF | 237'233 CHF | 99.85% | 99.85% |
11.11.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 203'000 | 203'000 | 203'169 | 203'169 | 216'524 CHF | 218'556 CHF | 99.67% | 99.67% |
08.11.2024 | 0.99% | 1.09 CHF | 1.10 CHF | 208'000 | 208'000 | 198'389 | 198'389 | 209'804 CHF | 211'840 CHF | 98.78% | 98.78% |
07.11.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 194'000 | 194'000 | 194'669 | 194'669 | 181'572 CHF | 183'519 CHF | 100.00% | 100.00% |