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 | 0,68% | 1,44 CHF | 1,45 CHF | 131 500 | 131 500 | 131 500 | 131 500 | 194 181 CHF | 195 496 CHF | 100,00% | 100,00% |
19/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 126 800 | 126 800 | 126 800 | 126 800 | 185 790 CHF | 187 058 CHF | 99,89% | 99,89% |
18/11/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 123 300 | 123 300 | 122 100 | 122 100 | 188 080 CHF | 189 301 CHF | 100,00% | 100,00% |
15/11/2024 | 0,62% | 1,57 CHF | 1,58 CHF | 111 100 | 111 100 | 111 321 | 111 321 | 178 834 CHF | 179 947 CHF | 100,00% | 100,00% |
14/11/2024 | 0,58% | 1,77 CHF | 1,78 CHF | 109 100 | 109 100 | 109 100 | 109 100 | 189 114 CHF | 190 205 CHF | 100,00% | 100,00% |
13/11/2024 | 0,55% | 1,78 CHF | 1,79 CHF | 109 900 | 109 900 | 107 795 | 107 795 | 194 672 CHF | 195 750 CHF | 100,00% | 100,00% |
12/11/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 106 100 | 106 100 | 104 377 | 104 377 | 187 178 CHF | 188 222 CHF | 99,91% | 99,91% |
11/11/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 105 200 | 105 200 | 105 200 | 105 200 | 197 124 CHF | 198 176 CHF | 100,00% | 100,00% |
08/11/2024 | 0,55% | 1,79 CHF | 1,80 CHF | 105 500 | 105 500 | 103 335 | 103 335 | 187 781 CHF | 188 815 CHF | 98,94% | 98,94% |
07/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 103 700 | 103 700 | 103 700 | 103 700 | 194 861 CHF | 195 898 CHF | 100,00% | 100,00% |