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 | 0.60% | 1.64 CHF | 1.65 CHF | 185'000 | 185'000 | 184'237 | 184'237 | 306'748 CHF | 308'591 CHF | 100.00% | 100.00% |
19.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 185'000 | 185'000 | 185'036 | 185'036 | 301'181 CHF | 303'031 CHF | 99.85% | 99.85% |
18.11.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 185'000 | 185'000 | 184'969 | 184'969 | 299'275 CHF | 301'125 CHF | 99.86% | 99.86% |
15.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 185'000 | 185'000 | 184'236 | 184'236 | 301'316 CHF | 303'159 CHF | 99.81% | 99.81% |
14.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 185'000 | 185'000 | 184'232 | 184'232 | 307'196 CHF | 309'039 CHF | 99.30% | 99.30% |
13.11.2024 | 0.66% | 1.48 CHF | 1.49 CHF | 190'000 | 190'000 | 189'330 | 189'330 | 283'818 CHF | 285'711 CHF | 99.68% | 99.68% |
12.11.2024 | 0.63% | 1.54 CHF | 1.55 CHF | 190'000 | 190'000 | 187'771 | 187'771 | 297'171 CHF | 299'049 CHF | 99.71% | 99.71% |
11.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 185'000 | 185'000 | 184'237 | 184'237 | 302'265 CHF | 304'107 CHF | 100.00% | 100.00% |
08.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 185'000 | 185'000 | 185'837 | 185'837 | 297'161 CHF | 299'019 CHF | 99.20% | 99.20% |
07.11.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 190'000 | 190'000 | 188'350 | 188'350 | 294'690 CHF | 296'573 CHF | 99.85% | 99.85% |