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 | 1,23% | 0,80 CHF | 0,81 CHF | 196 000 | 196 000 | 195 633 | 195 633 | 158 608 CHF | 160 564 CHF | 100,00% | 100,00% |
19/11/2024 | 1,22% | 0,80 CHF | 0,81 CHF | 196 000 | 196 000 | 195 585 | 195 585 | 159 789 CHF | 161 745 CHF | 100,00% | 100,00% |
18/11/2024 | 1,12% | 0,90 CHF | 0,91 CHF | 192 000 | 192 000 | 192 000 | 192 000 | 171 220 CHF | 173 140 CHF | 100,00% | 100,00% |
15/11/2024 | 1,12% | 0,86 CHF | 0,87 CHF | 194 000 | 194 000 | 192 124 | 192 124 | 170 545 CHF | 172 467 CHF | 100,00% | 100,00% |
14/11/2024 | 1,10% | 0,92 CHF | 0,93 CHF | 190 000 | 190 000 | 191 384 | 191 384 | 172 669 CHF | 174 583 CHF | 100,00% | 100,00% |
13/11/2024 | 1,15% | 0,86 CHF | 0,87 CHF | 194 000 | 194 000 | 193 068 | 193 068 | 167 380 CHF | 169 311 CHF | 100,00% | 100,00% |
12/11/2024 | 1,12% | 0,88 CHF | 0,89 CHF | 192 000 | 192 000 | 192 000 | 192 000 | 171 003 CHF | 172 923 CHF | 99,85% | 99,85% |
11/11/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 190 000 | 190 000 | 188 571 | 188 571 | 179 699 CHF | 181 584 CHF | 99,66% | 99,66% |
08/11/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 190 000 | 190 000 | 189 376 | 189 376 | 179 726 CHF | 181 620 CHF | 98,76% | 98,76% |
07/11/2024 | 1,02% | 0,97 CHF | 0,98 CHF | 188 000 | 188 000 | 188 000 | 188 000 | 184 107 CHF | 185 987 CHF | 100,00% | 100,00% |