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 | 0,75% | 1,35 CHF | 1,36 CHF | 131 000 | 131 000 | 129 301 | 129 301 | 172 115 CHF | 173 408 CHF | 100,00% | 100,00% |
19/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 130 000 | 130 000 | 129 933 | 129 933 | 174 148 CHF | 175 447 CHF | 100,00% | 100,00% |
18/11/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 128 000 | 128 000 | 128 568 | 128 568 | 169 408 CHF | 170 694 CHF | 100,00% | 100,00% |
15/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 128 000 | 128 000 | 126 946 | 126 946 | 163 634 CHF | 164 903 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 126 000 | 126 000 | 126 712 | 126 712 | 162 563 CHF | 163 830 CHF | 100,00% | 100,00% |
13/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 127 000 | 127 000 | 126 475 | 126 475 | 162 161 CHF | 163 426 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 1,27 CHF | 1,28 CHF | 126 000 | 126 000 | 123 947 | 123 947 | 152 809 CHF | 154 049 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 122 000 | 122 000 | 122 266 | 122 266 | 147 051 CHF | 148 273 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 125 000 | 125 000 | 124 042 | 124 042 | 153 617 CHF | 154 858 CHF | 99,19% | 99,19% |
07/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 122 000 | 122 000 | 122 544 | 122 544 | 147 878 CHF | 149 103 CHF | 100,00% | 100,00% |