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 | 0,94% | 1,03 CHF | 1,04 CHF | 185 000 | 185 000 | 184 238 | 184 238 | 194 328 CHF | 196 170 CHF | 100,00% | 100,00% |
19/11/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 178 000 | 178 000 | 177 251 | 177 251 | 186 139 CHF | 187 911 CHF | 99,84% | 99,84% |
18/11/2024 | 0,90% | 1,13 CHF | 1,14 CHF | 182 200 | 182 200 | 181 449 | 181 449 | 199 999 CHF | 201 813 CHF | 100,00% | 100,00% |
15/11/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 184 900 | 184 900 | 184 138 | 184 138 | 202 415 CHF | 204 256 CHF | 100,00% | 100,00% |
14/11/2024 | 0,97% | 1,07 CHF | 1,08 CHF | 196 200 | 196 200 | 195 390 | 195 390 | 200 115 CHF | 202 069 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 0,97 CHF | 0,98 CHF | 188 500 | 188 500 | 188 110 | 188 110 | 186 790 CHF | 188 671 CHF | 100,00% | 100,00% |
12/11/2024 | 0,90% | 1,04 CHF | 1,05 CHF | 176 400 | 176 400 | 175 673 | 175 673 | 193 315 CHF | 195 072 CHF | 99,86% | 99,86% |
11/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 170 700 | 170 700 | 171 593 | 171 593 | 196 256 CHF | 197 972 CHF | 100,00% | 100,00% |
08/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 180 200 | 180 200 | 177 919 | 177 919 | 199 562 CHF | 201 341 CHF | 98,88% | 98,88% |
07/11/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 184 600 | 184 600 | 189 319 | 189 319 | 210 370 CHF | 212 263 CHF | 100,00% | 100,00% |