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% | 1.36 CHF | 1.37 CHF | 186'000 | 186'000 | 185'688 | 185'688 | 251'781 CHF | 253'638 CHF | 100.00% | 100.00% |
19.11.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 184'000 | 184'000 | 183'991 | 183'991 | 246'834 CHF | 248'674 CHF | 100.00% | 100.00% |
18.11.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 180'000 | 180'000 | 178'640 | 178'640 | 230'960 CHF | 232'746 CHF | 100.00% | 100.00% |
15.11.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 179'000 | 179'000 | 180'008 | 180'008 | 235'281 CHF | 237'081 CHF | 100.00% | 100.00% |
14.11.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 182'000 | 182'000 | 184'355 | 184'355 | 248'256 CHF | 250'100 CHF | 100.00% | 100.00% |
13.11.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 187'000 | 187'000 | 188'263 | 188'263 | 259'726 CHF | 261'608 CHF | 100.00% | 100.00% |
12.11.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 190'000 | 190'000 | 188'634 | 188'634 | 260'913 CHF | 262'799 CHF | 99.85% | 99.85% |
11.11.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 183'000 | 183'000 | 183'007 | 183'007 | 244'207 CHF | 246'037 CHF | 99.65% | 99.65% |
08.11.2024 | 1.03% | 1.35 CHF | 1.36 CHF | 185'000 | 185'000 | 148'786 | 148'786 | 197'274 CHF | 199'091 CHF | 98.72% | 98.72% |
07.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 169'000 | 169'000 | 170'177 | 170'177 | 206'443 CHF | 208'144 CHF | 100.00% | 100.00% |