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 | 0.80% | 1.25 CHF | 1.26 CHF | 186'000 | 186'000 | 185'688 | 185'688 | 232'160 CHF | 234'017 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 184'000 | 184'000 | 183'991 | 183'991 | 227'329 CHF | 229'169 CHF | 100.00% | 100.00% |
18.11.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 180'000 | 180'000 | 178'640 | 178'640 | 212'291 CHF | 214'077 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 179'000 | 179'000 | 180'009 | 180'009 | 216'465 CHF | 218'265 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 182'000 | 182'000 | 184'355 | 184'355 | 228'684 CHF | 230'528 CHF | 100.00% | 100.00% |
13.11.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 187'000 | 187'000 | 188'263 | 188'263 | 239'880 CHF | 241'762 CHF | 100.00% | 100.00% |
12.11.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 190'000 | 190'000 | 188'634 | 188'634 | 240'931 CHF | 242'818 CHF | 99.87% | 99.87% |
11.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 183'000 | 183'000 | 183'006 | 183'006 | 225'054 CHF | 226'884 CHF | 99.72% | 99.72% |
08.11.2024 | 1.12% | 1.25 CHF | 1.26 CHF | 185'000 | 185'000 | 148'054 | 148'054 | 180'855 CHF | 182'673 CHF | 100.00% | 100.00% |
07.11.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 169'000 | 169'000 | 170'177 | 170'177 | 188'998 CHF | 190'700 CHF | 100.00% | 100.00% |