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 | 0,86% | 1,13 CHF | 1,14 CHF | 196 000 | 196 000 | 193 123 | 193 123 | 223 405 CHF | 225 337 CHF | 100,00% | 100,00% |
19/11/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 192 000 | 192 000 | 193 847 | 193 847 | 222 125 CHF | 224 064 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 1,18 CHF | 1,19 CHF | 192 000 | 192 000 | 190 953 | 190 953 | 228 913 CHF | 230 823 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 188 000 | 188 000 | 188 000 | 188 000 | 234 314 CHF | 236 194 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 1,25 CHF | 1,26 CHF | 188 000 | 188 000 | 190 131 | 190 131 | 228 605 CHF | 230 506 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 192 000 | 192 000 | 191 938 | 191 938 | 227 236 CHF | 229 156 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 1,18 CHF | 1,19 CHF | 192 000 | 192 000 | 189 076 | 189 076 | 228 572 CHF | 230 463 CHF | 100,00% | 100,00% |
11/11/2024 | 0,76% | 1,28 CHF | 1,29 CHF | 183 000 | 183 000 | 182 388 | 182 388 | 240 238 CHF | 242 062 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 1,30 CHF | 1,31 CHF | 183 000 | 183 000 | 181 975 | 181 975 | 240 866 CHF | 242 685 CHF | 99,20% | 99,20% |
07/11/2024 | 0,68% | 1,44 CHF | 1,45 CHF | 175 000 | 175 000 | 173 175 | 173 175 | 253 804 CHF | 255 536 CHF | 100,00% | 100,00% |