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 | 0,57% | 1,76 CHF | 1,77 CHF | 131 000 | 131 000 | 129 301 | 129 301 | 225 360 CHF | 226 653 CHF | 100,00% | 100,00% |
19/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 130 000 | 130 000 | 129 933 | 129 933 | 227 693 CHF | 228 992 CHF | 100,00% | 100,00% |
18/11/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 128 000 | 128 000 | 128 567 | 128 567 | 222 438 CHF | 223 723 CHF | 100,00% | 100,00% |
15/11/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 128 000 | 128 000 | 126 945 | 126 945 | 215 994 CHF | 217 264 CHF | 100,00% | 100,00% |
14/11/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 126 000 | 126 000 | 126 712 | 126 712 | 214 900 CHF | 216 168 CHF | 100,00% | 100,00% |
13/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 127 000 | 127 000 | 126 475 | 126 475 | 214 201 CHF | 215 466 CHF | 100,00% | 100,00% |
12/11/2024 | 0,61% | 1,68 CHF | 1,69 CHF | 126 000 | 126 000 | 123 947 | 123 947 | 203 924 CHF | 205 164 CHF | 100,00% | 100,00% |
11/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 122 000 | 122 000 | 122 266 | 122 266 | 197 486 CHF | 198 708 CHF | 100,00% | 100,00% |
08/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 125 000 | 125 000 | 124 042 | 124 042 | 204 897 CHF | 206 137 CHF | 99,18% | 99,18% |
07/11/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 122 000 | 122 000 | 122 544 | 122 544 | 198 529 CHF | 199 754 CHF | 100,00% | 100,00% |