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 | 0,61% | 1,65 CHF | 1,66 CHF | 186 000 | 186 000 | 185 690 | 185 690 | 305 688 CHF | 307 545 CHF | 100,00% | 100,00% |
19/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 184 000 | 184 000 | 183 991 | 183 991 | 300 272 CHF | 302 112 CHF | 100,00% | 100,00% |
18/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 180 000 | 180 000 | 178 640 | 178 640 | 283 161 CHF | 284 948 CHF | 100,00% | 100,00% |
15/11/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 179 000 | 179 000 | 180 009 | 180 009 | 287 638 CHF | 289 438 CHF | 100,00% | 100,00% |
14/11/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 182 000 | 182 000 | 184 355 | 184 355 | 301 822 CHF | 303 666 CHF | 100,00% | 100,00% |
13/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 187 000 | 187 000 | 188 263 | 188 263 | 314 382 CHF | 316 264 CHF | 100,00% | 100,00% |
12/11/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 190 000 | 190 000 | 188 634 | 188 634 | 315 679 CHF | 317 566 CHF | 99,85% | 99,85% |
11/11/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 183 000 | 183 000 | 183 007 | 183 007 | 297 458 CHF | 299 288 CHF | 99,68% | 99,68% |
08/11/2024 | 0,84% | 1,65 CHF | 1,66 CHF | 185 000 | 185 000 | 148 744 | 148 744 | 240 576 CHF | 242 393 CHF | 98,79% | 98,79% |
07/11/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 169 000 | 169 000 | 170 177 | 170 177 | 256 316 CHF | 258 017 CHF | 100,00% | 100,00% |