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 | 0,63% | 1,59 CHF | 1,60 CHF | 186 000 | 186 000 | 185 689 | 185 689 | 293 988 CHF | 295 844 CHF | 100,00% | 100,00% |
19/11/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 184 000 | 184 000 | 183 991 | 183 991 | 288 646 CHF | 290 486 CHF | 100,00% | 100,00% |
18/11/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 180 000 | 180 000 | 178 640 | 178 640 | 271 473 CHF | 273 260 CHF | 100,00% | 100,00% |
15/11/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 179 000 | 179 000 | 180 009 | 180 009 | 276 279 CHF | 278 079 CHF | 100,00% | 100,00% |
14/11/2024 | 0,63% | 1,55 CHF | 1,56 CHF | 182 000 | 182 000 | 184 355 | 184 355 | 290 129 CHF | 291 973 CHF | 100,00% | 100,00% |
13/11/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 187 000 | 187 000 | 188 263 | 188 263 | 302 783 CHF | 304 666 CHF | 100,00% | 100,00% |
12/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 190 000 | 190 000 | 188 634 | 188 634 | 303 815 CHF | 305 701 CHF | 99,85% | 99,85% |
11/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 183 000 | 183 000 | 183 007 | 183 007 | 285 972 CHF | 287 802 CHF | 99,69% | 99,69% |
08/11/2024 | 0,88% | 1,58 CHF | 1,59 CHF | 185 000 | 185 000 | 148 732 | 148 732 | 231 120 CHF | 232 937 CHF | 98,81% | 98,81% |
07/11/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 169 000 | 169 000 | 170 177 | 170 177 | 245 345 CHF | 247 047 CHF | 100,00% | 100,00% |