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 | 0,71% | 1,40 CHF | 1,41 CHF | 192 800 | 192 800 | 189 917 | 189 917 | 267 065 CHF | 268 964 CHF | 100,00% | 100,00% |
19/11/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 188 100 | 188 100 | 195 272 | 195 272 | 282 625 CHF | 284 578 CHF | 100,00% | 100,00% |
18/11/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 200 000 | 200 000 | 199 699 | 199 699 | 276 710 CHF | 278 707 CHF | 100,00% | 100,00% |
15/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 199 600 | 199 600 | 201 191 | 201 191 | 275 504 CHF | 277 516 CHF | 98,67% | 98,67% |
14/11/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 202 200 | 202 200 | 191 062 | 191 062 | 259 332 CHF | 261 243 CHF | 99,91% | 99,91% |
13/11/2024 | 0,68% | 1,44 CHF | 1,45 CHF | 183 800 | 183 800 | 182 298 | 182 298 | 266 564 CHF | 268 387 CHF | 100,00% | 100,00% |
12/11/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 181 300 | 181 300 | 179 557 | 179 557 | 266 390 CHF | 268 186 CHF | 100,00% | 100,00% |
11/11/2024 | 0,65% | 1,51 CHF | 1,52 CHF | 178 400 | 178 400 | 167 518 | 167 518 | 255 586 CHF | 257 261 CHF | 100,00% | 100,00% |
08/11/2024 | 0,60% | 1,63 CHF | 1,64 CHF | 160 300 | 160 300 | 163 915 | 163 915 | 273 608 CHF | 275 247 CHF | 100,00% | 100,00% |
07/11/2024 | 0,62% | 1,67 CHF | 1,68 CHF | 166 300 | 166 300 | 168 053 | 168 053 | 272 379 CHF | 274 059 CHF | 100,00% | 100,00% |