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 | 0,68% | 1,47 CHF | 1,48 CHF | 186 000 | 186 000 | 185 689 | 185 689 | 273 013 CHF | 274 870 CHF | 100,00% | 100,00% |
19/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 184 000 | 184 000 | 183 991 | 183 991 | 267 831 CHF | 269 671 CHF | 100,00% | 100,00% |
18/11/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 180 000 | 180 000 | 178 640 | 178 640 | 251 606 CHF | 253 393 CHF | 100,00% | 100,00% |
15/11/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 179 000 | 179 000 | 180 008 | 180 008 | 256 091 CHF | 257 891 CHF | 100,00% | 100,00% |
14/11/2024 | 0,68% | 1,44 CHF | 1,45 CHF | 182 000 | 182 000 | 184 355 | 184 355 | 269 276 CHF | 271 120 CHF | 100,00% | 100,00% |
13/11/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 187 000 | 187 000 | 188 263 | 188 263 | 281 341 CHF | 283 224 CHF | 100,00% | 100,00% |
12/11/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 190 000 | 190 000 | 188 634 | 188 634 | 282 455 CHF | 284 341 CHF | 99,85% | 99,85% |
11/11/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 183 000 | 183 000 | 183 006 | 183 006 | 265 363 CHF | 267 194 CHF | 99,73% | 99,73% |
08/11/2024 | 0,95% | 1,47 CHF | 1,48 CHF | 185 000 | 185 000 | 148 053 | 148 053 | 213 464 CHF | 215 282 CHF | 100,00% | 100,00% |
07/11/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 169 000 | 169 000 | 170 177 | 170 177 | 226 515 CHF | 228 217 CHF | 100,00% | 100,00% |