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 | 0,64% | 1,57 CHF | 1,58 CHF | 131 000 | 131 000 | 129 301 | 129 301 | 200 501 CHF | 201 794 CHF | 100,00% | 100,00% |
19/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 130 000 | 130 000 | 129 933 | 129 933 | 202 676 CHF | 203 976 CHF | 100,00% | 100,00% |
18/11/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 128 000 | 128 000 | 128 567 | 128 567 | 197 632 CHF | 198 918 CHF | 100,00% | 100,00% |
15/11/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 128 000 | 128 000 | 126 945 | 126 945 | 191 532 CHF | 192 801 CHF | 100,00% | 100,00% |
14/11/2024 | 0,66% | 1,49 CHF | 1,50 CHF | 126 000 | 126 000 | 126 712 | 126 712 | 190 415 CHF | 191 682 CHF | 100,00% | 100,00% |
13/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 127 000 | 127 000 | 126 475 | 126 475 | 189 953 CHF | 191 218 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 1,49 CHF | 1,50 CHF | 126 000 | 126 000 | 123 947 | 123 947 | 180 054 CHF | 181 294 CHF | 100,00% | 100,00% |
11/11/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 122 000 | 122 000 | 122 266 | 122 266 | 173 944 CHF | 175 166 CHF | 100,00% | 100,00% |
08/11/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 125 000 | 125 000 | 124 042 | 124 042 | 180 901 CHF | 182 141 CHF | 99,18% | 99,18% |
07/11/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 122 000 | 122 000 | 122 544 | 122 544 | 174 829 CHF | 176 055 CHF | 100,00% | 100,00% |