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 | 0,56% | 1,78 CHF | 1,79 CHF | 186 000 | 186 000 | 185 690 | 185 690 | 330 443 CHF | 332 300 CHF | 100,00% | 100,00% |
19/11/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 184 000 | 184 000 | 183 991 | 183 991 | 324 655 CHF | 326 495 CHF | 100,00% | 100,00% |
18/11/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 180 000 | 180 000 | 178 640 | 178 640 | 306 752 CHF | 308 539 CHF | 100,00% | 100,00% |
15/11/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 179 000 | 179 000 | 180 008 | 180 008 | 311 507 CHF | 313 307 CHF | 100,00% | 100,00% |
14/11/2024 | 0,56% | 1,75 CHF | 1,76 CHF | 182 000 | 182 000 | 184 355 | 184 355 | 326 320 CHF | 328 164 CHF | 100,00% | 100,00% |
13/11/2024 | 0,55% | 1,79 CHF | 1,80 CHF | 187 000 | 187 000 | 188 263 | 188 263 | 339 713 CHF | 341 596 CHF | 100,00% | 100,00% |
12/11/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 190 000 | 190 000 | 188 633 | 188 633 | 340 955 CHF | 342 842 CHF | 99,85% | 99,85% |
11/11/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 183 000 | 183 000 | 183 007 | 183 007 | 321 892 CHF | 323 722 CHF | 99,64% | 99,64% |
08/11/2024 | 0,78% | 1,78 CHF | 1,79 CHF | 185 000 | 185 000 | 148 800 | 148 800 | 260 543 CHF | 262 360 CHF | 98,70% | 98,70% |
07/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 169 000 | 169 000 | 170 177 | 170 177 | 278 551 CHF | 280 253 CHF | 100,00% | 100,00% |