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 | 0,56% | 1,75 CHF | 1,76 CHF | 196 000 | 196 000 | 193 123 | 193 123 | 342 792 CHF | 344 724 CHF | 100,00% | 100,00% |
19/11/2024 | 0,57% | 1,78 CHF | 1,79 CHF | 192 000 | 192 000 | 193 847 | 193 847 | 342 102 CHF | 344 040 CHF | 100,00% | 100,00% |
18/11/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 192 000 | 192 000 | 190 953 | 190 953 | 346 885 CHF | 348 794 CHF | 100,00% | 100,00% |
15/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 188 000 | 188 000 | 188 000 | 188 000 | 350 372 CHF | 352 252 CHF | 100,00% | 100,00% |
14/11/2024 | 0,55% | 1,87 CHF | 1,88 CHF | 188 000 | 188 000 | 190 131 | 190 131 | 346 166 CHF | 348 068 CHF | 100,00% | 100,00% |
13/11/2024 | 0,55% | 1,79 CHF | 1,80 CHF | 192 000 | 192 000 | 191 938 | 191 938 | 345 482 CHF | 347 401 CHF | 100,00% | 100,00% |
12/11/2024 | 0,55% | 1,79 CHF | 1,80 CHF | 192 000 | 192 000 | 189 076 | 189 076 | 345 109 CHF | 346 999 CHF | 100,00% | 100,00% |
11/11/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 183 000 | 183 000 | 182 388 | 182 388 | 352 491 CHF | 354 315 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 1,91 CHF | 1,92 CHF | 183 000 | 183 000 | 181 976 | 181 976 | 353 406 CHF | 355 226 CHF | 99,20% | 99,20% |
07/11/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 175 000 | 175 000 | 173 175 | 173 175 | 360 889 CHF | 362 620 CHF | 100,00% | 100,00% |