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 | 0,83% | 1,22 CHF | 1,23 CHF | 156 000 | 156 000 | 158 943 | 158 943 | 191 416 CHF | 193 005 CHF | 100,00% | 100,00% |
19/11/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 160 900 | 160 900 | 153 005 | 153 005 | 176 828 CHF | 178 358 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 147 900 | 147 900 | 148 080 | 148 080 | 184 113 CHF | 185 594 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 148 200 | 148 200 | 146 670 | 146 670 | 185 850 CHF | 187 317 CHF | 98,67% | 98,67% |
14/11/2024 | 0,78% | 1,25 CHF | 1,26 CHF | 145 700 | 145 700 | 155 869 | 155 869 | 200 423 CHF | 201 982 CHF | 99,91% | 99,91% |
13/11/2024 | 0,86% | 1,18 CHF | 1,19 CHF | 162 500 | 162 500 | 164 182 | 164 182 | 190 821 CHF | 192 463 CHF | 100,00% | 100,00% |
12/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 165 300 | 165 300 | 167 344 | 167 344 | 190 678 CHF | 192 351 CHF | 100,00% | 100,00% |
11/11/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 168 700 | 168 700 | 181 686 | 181 686 | 198 792 CHF | 200 609 CHF | 100,00% | 100,00% |
08/11/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 190 400 | 190 400 | 184 917 | 184 917 | 179 755 CHF | 181 604 CHF | 100,00% | 100,00% |
07/11/2024 | 0,98% | 0,97 CHF | 0,98 CHF | 181 300 | 181 300 | 178 821 | 178 821 | 182 065 CHF | 183 853 CHF | 100,00% | 100,00% |