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 | 0,58% | 1,67 CHF | 1,68 CHF | 167 200 | 167 200 | 168 286 | 168 286 | 288 809 CHF | 290 492 CHF | 100,00% | 100,00% |
19/11/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 169 000 | 169 000 | 165 750 | 165 750 | 281 774 CHF | 283 431 CHF | 100,00% | 100,00% |
18/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 163 600 | 163 600 | 161 247 | 161 247 | 283 140 CHF | 284 753 CHF | 100,00% | 100,00% |
15/11/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 159 800 | 159 800 | 161 603 | 161 603 | 289 720 CHF | 291 336 CHF | 100,00% | 100,00% |
14/11/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 162 900 | 162 900 | 162 478 | 162 478 | 286 988 CHF | 288 612 CHF | 99,79% | 99,79% |
13/11/2024 | 0,56% | 1,72 CHF | 1,73 CHF | 162 200 | 162 200 | 164 132 | 164 132 | 291 046 CHF | 292 687 CHF | 100,00% | 100,00% |
12/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 165 400 | 165 400 | 163 893 | 163 893 | 288 240 CHF | 289 879 CHF | 100,00% | 100,00% |
11/11/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 162 900 | 162 900 | 161 090 | 161 090 | 287 338 CHF | 288 949 CHF | 100,00% | 100,00% |
08/11/2024 | 0,55% | 1,79 CHF | 1,80 CHF | 159 900 | 159 900 | 156 704 | 156 704 | 284 447 CHF | 286 014 CHF | 100,00% | 100,00% |
07/11/2024 | 0,53% | 1,86 CHF | 1,87 CHF | 154 600 | 154 600 | 159 407 | 159 407 | 300 556 CHF | 302 150 CHF | 100,00% | 100,00% |