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 | 0,55% | 1,77 CHF | 1,78 CHF | 109 000 | 109 000 | 108 713 | 108 713 | 197 067 CHF | 198 154 CHF | 100,00% | 100,00% |
19/11/2024 | 0,59% | 1,73 CHF | 1,74 CHF | 114 000 | 114 000 | 113 531 | 113 531 | 191 219 CHF | 192 354 CHF | 100,00% | 100,00% |
18/11/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 115 900 | 115 900 | 115 423 | 115 423 | 194 330 CHF | 195 484 CHF | 100,00% | 100,00% |
15/11/2024 | 0,59% | 1,65 CHF | 1,66 CHF | 109 800 | 109 800 | 109 287 | 109 287 | 184 875 CHF | 185 968 CHF | 100,00% | 100,00% |
14/11/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 109 200 | 109 200 | 109 666 | 109 666 | 191 494 CHF | 192 590 CHF | 100,00% | 100,00% |
13/11/2024 | 0,59% | 1,73 CHF | 1,74 CHF | 110 700 | 110 700 | 110 045 | 110 045 | 186 603 CHF | 187 703 CHF | 100,00% | 100,00% |
12/11/2024 | 0,55% | 1,79 CHF | 1,80 CHF | 105 900 | 105 900 | 105 464 | 105 464 | 190 116 CHF | 191 171 CHF | 100,00% | 100,00% |
11/11/2024 | 0,54% | 1,81 CHF | 1,82 CHF | 106 100 | 106 100 | 105 663 | 105 663 | 196 064 CHF | 197 121 CHF | 100,00% | 100,00% |
08/11/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 107 200 | 107 200 | 106 754 | 106 754 | 194 029 CHF | 195 096 CHF | 99,18% | 99,18% |
07/11/2024 | 0,58% | 1,78 CHF | 1,79 CHF | 118 300 | 118 300 | 119 032 | 119 032 | 206 148 CHF | 207 339 CHF | 100,00% | 100,00% |