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 | 1,01% | 1,00 CHF | 1,01 CHF | 208 000 | 208 000 | 207 965 | 207 965 | 205 060 CHF | 207 139 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 208 000 | 208 000 | 208 037 | 208 037 | 207 995 CHF | 210 075 CHF | 100,00% | 100,00% |
18/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 203 000 | 203 000 | 205 399 | 205 399 | 198 536 CHF | 200 590 CHF | 100,00% | 100,00% |
15/11/2024 | 1,04% | 0,97 CHF | 0,98 CHF | 208 000 | 208 000 | 203 869 | 203 869 | 195 365 CHF | 197 404 CHF | 100,00% | 100,00% |
14/11/2024 | 1,01% | 0,96 CHF | 0,97 CHF | 203 000 | 203 000 | 207 189 | 207 189 | 204 464 CHF | 206 536 CHF | 100,00% | 100,00% |
13/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 208 000 | 208 000 | 211 767 | 211 767 | 218 145 CHF | 220 263 CHF | 100,00% | 100,00% |
12/11/2024 | 0,98% | 1,06 CHF | 1,07 CHF | 213 000 | 213 000 | 208 820 | 208 820 | 212 324 CHF | 214 412 CHF | 99,87% | 99,87% |
11/11/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 203 000 | 203 000 | 203 169 | 203 169 | 194 355 CHF | 196 386 CHF | 99,66% | 99,66% |
08/11/2024 | 1,11% | 0,98 CHF | 0,99 CHF | 208 000 | 208 000 | 198 391 | 198 391 | 188 112 CHF | 190 148 CHF | 98,76% | 98,76% |
07/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 194 000 | 194 000 | 194 669 | 194 669 | 160 277 CHF | 162 224 CHF | 100,00% | 100,00% |