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 | 0,69% | 1,43 CHF | 1,44 CHF | 188 000 | 188 000 | 181 399 | 181 399 | 260 991 CHF | 262 805 CHF | 100,00% | 100,00% |
19/11/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 188 000 | 188 000 | 182 153 | 182 153 | 261 800 CHF | 263 621 CHF | 100,00% | 100,00% |
18/11/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 184 000 | 184 000 | 180 669 | 180 669 | 262 466 CHF | 264 273 CHF | 100,00% | 100,00% |
15/11/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 186 000 | 186 000 | 180 982 | 180 982 | 261 765 CHF | 263 575 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 188 000 | 188 000 | 182 913 | 182 913 | 260 039 CHF | 261 868 CHF | 99,39% | 99,39% |
13/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 194 000 | 194 000 | 188 351 | 188 351 | 256 509 CHF | 258 393 CHF | 100,00% | 100,00% |
12/11/2024 | 0,72% | 1,36 CHF | 1,37 CHF | 194 000 | 194 000 | 186 167 | 186 167 | 257 250 CHF | 259 112 CHF | 100,00% | 100,00% |
11/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 190 000 | 190 000 | 183 308 | 183 308 | 258 619 CHF | 260 452 CHF | 99,93% | 99,93% |
08/11/2024 | 0,70% | 1,40 CHF | 1,41 CHF | 190 000 | 190 000 | 182 984 | 182 984 | 260 369 CHF | 262 199 CHF | 100,00% | 100,00% |
07/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 184 000 | 184 000 | 178 850 | 178 850 | 262 436 CHF | 264 225 CHF | 98,21% | 98,21% |