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 | 0,61% | 1,62 CHF | 1,63 CHF | 196 000 | 196 000 | 193 123 | 193 123 | 316 659 CHF | 318 590 CHF | 100,00% | 100,00% |
19/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 192 000 | 192 000 | 193 847 | 193 847 | 316 286 CHF | 318 224 CHF | 100,00% | 100,00% |
18/11/2024 | 0,59% | 1,67 CHF | 1,68 CHF | 192 000 | 192 000 | 190 953 | 190 953 | 321 540 CHF | 323 449 CHF | 100,00% | 100,00% |
15/11/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 188 000 | 188 000 | 188 000 | 188 000 | 325 245 CHF | 327 125 CHF | 100,00% | 100,00% |
14/11/2024 | 0,59% | 1,73 CHF | 1,74 CHF | 188 000 | 188 000 | 190 131 | 190 131 | 320 636 CHF | 322 537 CHF | 100,00% | 100,00% |
13/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 192 000 | 192 000 | 191 938 | 191 938 | 319 707 CHF | 321 627 CHF | 100,00% | 100,00% |
12/11/2024 | 0,59% | 1,66 CHF | 1,67 CHF | 192 000 | 192 000 | 189 076 | 189 076 | 319 887 CHF | 321 778 CHF | 100,00% | 100,00% |
11/11/2024 | 0,55% | 1,76 CHF | 1,77 CHF | 183 000 | 183 000 | 182 388 | 182 388 | 327 943 CHF | 329 767 CHF | 100,00% | 100,00% |
08/11/2024 | 0,55% | 1,78 CHF | 1,79 CHF | 183 000 | 183 000 | 181 975 | 181 975 | 328 548 CHF | 330 367 CHF | 99,20% | 99,20% |
07/11/2024 | 0,51% | 1,92 CHF | 1,93 CHF | 175 000 | 175 000 | 173 175 | 173 175 | 337 312 CHF | 339 044 CHF | 100,00% | 100,00% |