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 | 0,84% | 1,16 CHF | 1,17 CHF | 196 000 | 196 000 | 193 123 | 193 123 | 229 259 CHF | 231 190 CHF | 100,00% | 100,00% |
19/11/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 192 000 | 192 000 | 193 847 | 193 847 | 228 763 CHF | 230 701 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 192 000 | 192 000 | 190 953 | 190 953 | 235 241 CHF | 237 150 CHF | 100,00% | 100,00% |
15/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 188 000 | 188 000 | 188 000 | 188 000 | 240 318 CHF | 242 198 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 1,28 CHF | 1,29 CHF | 188 000 | 188 000 | 190 131 | 190 131 | 234 811 CHF | 236 713 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 192 000 | 192 000 | 191 938 | 191 938 | 233 122 CHF | 235 042 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 1,21 CHF | 1,22 CHF | 192 000 | 192 000 | 189 076 | 189 076 | 234 342 CHF | 236 232 CHF | 100,00% | 100,00% |
11/11/2024 | 0,74% | 1,31 CHF | 1,32 CHF | 183 000 | 183 000 | 182 388 | 182 388 | 245 677 CHF | 247 501 CHF | 100,00% | 100,00% |
08/11/2024 | 0,73% | 1,33 CHF | 1,34 CHF | 183 000 | 183 000 | 181 975 | 181 975 | 246 709 CHF | 248 529 CHF | 99,18% | 99,18% |
07/11/2024 | 0,67% | 1,47 CHF | 1,48 CHF | 175 000 | 175 000 | 173 175 | 173 175 | 259 363 CHF | 261 095 CHF | 100,00% | 100,00% |