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 | 0.79% | 1.26 CHF | 1.27 CHF | 186'000 | 186'000 | 185'689 | 185'689 | 233'295 CHF | 235'152 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 184'000 | 184'000 | 183'990 | 183'990 | 228'515 CHF | 230'354 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 180'000 | 180'000 | 178'639 | 178'639 | 213'258 CHF | 215'044 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 179'000 | 179'000 | 180'007 | 180'007 | 217'351 CHF | 219'151 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 182'000 | 182'000 | 184'355 | 184'355 | 229'908 CHF | 231'752 CHF | 100.00% | 100.00% |
13.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 187'000 | 187'000 | 188'263 | 188'263 | 240'985 CHF | 242'868 CHF | 100.00% | 100.00% |
12.11.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 190'000 | 190'000 | 188'634 | 188'634 | 242'152 CHF | 244'038 CHF | 99.85% | 99.85% |
11.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 183'000 | 183'000 | 183'007 | 183'007 | 225'986 CHF | 227'816 CHF | 99.65% | 99.65% |
08.11.2024 | 1.11% | 1.26 CHF | 1.27 CHF | 185'000 | 185'000 | 148'785 | 148'785 | 182'475 CHF | 184'292 CHF | 98.72% | 98.72% |
07.11.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 169'000 | 169'000 | 170'177 | 170'177 | 189'506 CHF | 191'207 CHF | 100.00% | 100.00% |