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% | 1,41 CHF | 1,42 CHF | 138 800 | 138 800 | 138 543 | 138 543 | 193 224 CHF | 194 609 CHF | 100,00% | 100,00% |
19/11/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 152 500 | 152 500 | 152 188 | 152 188 | 210 992 CHF | 212 514 CHF | 100,00% | 100,00% |
18/11/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 143 100 | 143 100 | 143 100 | 143 100 | 184 255 CHF | 185 686 CHF | 100,00% | 100,00% |
15/11/2024 | 0,77% | 1,33 CHF | 1,34 CHF | 156 000 | 156 000 | 154 499 | 154 499 | 200 373 CHF | 201 918 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 1,25 CHF | 1,26 CHF | 142 900 | 142 900 | 143 938 | 143 938 | 184 362 CHF | 185 801 CHF | 100,00% | 100,00% |
13/11/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 148 600 | 148 600 | 147 854 | 147 854 | 196 607 CHF | 198 086 CHF | 100,00% | 100,00% |
12/11/2024 | 0,77% | 1,32 CHF | 1,33 CHF | 156 600 | 156 600 | 156 600 | 156 600 | 203 446 CHF | 205 012 CHF | 99,85% | 99,85% |
11/11/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 154 600 | 154 600 | 153 456 | 153 456 | 187 229 CHF | 188 764 CHF | 99,66% | 99,66% |
08/11/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 159 300 | 159 300 | 158 802 | 158 802 | 194 830 CHF | 196 418 CHF | 98,72% | 98,72% |
07/11/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 156 700 | 156 700 | 156 700 | 156 700 | 186 554 CHF | 188 121 CHF | 100,00% | 100,00% |