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 | 0.83% | 1.21 CHF | 1.22 CHF | 208'000 | 208'000 | 207'965 | 207'965 | 248'968 CHF | 251'048 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 208'000 | 208'000 | 208'037 | 208'037 | 251'817 CHF | 253'897 CHF | 100.00% | 100.00% |
18.11.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 203'000 | 203'000 | 205'400 | 205'400 | 241'803 CHF | 243'857 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 208'000 | 208'000 | 203'867 | 203'867 | 238'445 CHF | 240'484 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 1.17 CHF | 1.18 CHF | 203'000 | 203'000 | 207'189 | 207'189 | 248'122 CHF | 250'194 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 208'000 | 208'000 | 211'766 | 211'766 | 262'836 CHF | 264'954 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 1.27 CHF | 1.28 CHF | 213'000 | 213'000 | 208'820 | 208'820 | 256'535 CHF | 258'623 CHF | 99.87% | 99.87% |
11.11.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 203'000 | 203'000 | 203'170 | 203'170 | 237'311 CHF | 239'343 CHF | 99.65% | 99.65% |
08.11.2024 | 0.91% | 1.19 CHF | 1.20 CHF | 208'000 | 208'000 | 198'390 | 198'390 | 229'985 CHF | 232'021 CHF | 98.75% | 98.75% |
07.11.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 194'000 | 194'000 | 194'669 | 194'669 | 201'370 CHF | 203'317 CHF | 100.00% | 100.00% |