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 | 0.98% | 1.03 CHF | 1.04 CHF | 188'000 | 188'000 | 186'230 | 186'230 | 189'526 CHF | 191'388 CHF | 100.00% | 100.00% |
19.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 186'000 | 186'000 | 187'039 | 187'039 | 191'863 CHF | 193'734 CHF | 100.00% | 100.00% |
18.11.2024 | 0.98% | 0.99 CHF | 1.00 CHF | 184'000 | 184'000 | 185'258 | 185'258 | 187'371 CHF | 189'223 CHF | 100.00% | 100.00% |
15.11.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 186'000 | 186'000 | 185'195 | 185'195 | 189'357 CHF | 191'209 CHF | 100.00% | 100.00% |
14.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 186'000 | 186'000 | 187'298 | 187'298 | 195'705 CHF | 197'578 CHF | 99.33% | 99.33% |
13.11.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 192'000 | 192'000 | 191'352 | 191'352 | 211'553 CHF | 213'466 CHF | 100.00% | 100.00% |
12.11.2024 | 0.93% | 1.12 CHF | 1.13 CHF | 192'000 | 192'000 | 189'166 | 189'166 | 202'518 CHF | 204'410 CHF | 100.00% | 100.00% |
11.11.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 186'000 | 186'000 | 186'013 | 186'013 | 192'767 CHF | 194'627 CHF | 99.93% | 99.93% |
08.11.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 188'000 | 188'000 | 185'802 | 185'802 | 192'147 CHF | 194'005 CHF | 100.00% | 100.00% |
07.11.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 182'000 | 182'000 | 182'780 | 182'780 | 184'454 CHF | 186'281 CHF | 100.00% | 100.00% |