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 | 0.93% | 1.07 CHF | 1.08 CHF | 186'000 | 186'000 | 185'688 | 185'688 | 197'921 CHF | 199'778 CHF | 100.00% | 100.00% |
19.11.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 184'000 | 184'000 | 183'991 | 183'991 | 193'498 CHF | 195'338 CHF | 100.00% | 100.00% |
18.11.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 180'000 | 180'000 | 178'640 | 178'640 | 179'388 CHF | 181'174 CHF | 100.00% | 100.00% |
15.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 179'000 | 179'000 | 180'007 | 180'007 | 183'135 CHF | 184'935 CHF | 100.00% | 100.00% |
14.11.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 182'000 | 182'000 | 184'355 | 184'355 | 194'773 CHF | 196'616 CHF | 100.00% | 100.00% |
13.11.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 187'000 | 187'000 | 188'262 | 188'262 | 205'069 CHF | 206'951 CHF | 100.00% | 100.00% |
12.11.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 190'000 | 190'000 | 188'634 | 188'634 | 206'043 CHF | 207'929 CHF | 99.85% | 99.85% |
11.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 183'000 | 183'000 | 183'007 | 183'007 | 191'126 CHF | 192'956 CHF | 99.66% | 99.66% |
08.11.2024 | 1.31% | 1.06 CHF | 1.07 CHF | 185'000 | 185'000 | 148'763 | 148'763 | 154'096 CHF | 155'913 CHF | 98.76% | 98.76% |
07.11.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 169'000 | 169'000 | 170'177 | 170'177 | 157'396 CHF | 159'098 CHF | 100.00% | 100.00% |