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 | 0,67% | 1,49 CHF | 1,50 CHF | 186 000 | 186 000 | 185 689 | 185 689 | 275 707 CHF | 277 564 CHF | 100,00% | 100,00% |
19/11/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 184 000 | 184 000 | 183 990 | 183 990 | 270 594 CHF | 272 434 CHF | 100,00% | 100,00% |
18/11/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 180 000 | 180 000 | 178 639 | 178 639 | 253 958 CHF | 255 745 CHF | 100,00% | 100,00% |
15/11/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 179 000 | 179 000 | 180 007 | 180 007 | 258 540 CHF | 260 340 CHF | 100,00% | 100,00% |
14/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 182 000 | 182 000 | 184 355 | 184 355 | 272 066 CHF | 273 910 CHF | 100,00% | 100,00% |
13/11/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 187 000 | 187 000 | 188 263 | 188 263 | 284 126 CHF | 286 009 CHF | 100,00% | 100,00% |
12/11/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 190 000 | 190 000 | 188 634 | 188 634 | 285 251 CHF | 287 137 CHF | 99,85% | 99,85% |
11/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 183 000 | 183 000 | 183 007 | 183 007 | 267 897 CHF | 269 727 CHF | 99,69% | 99,69% |
08/11/2024 | 0,94% | 1,48 CHF | 1,49 CHF | 185 000 | 185 000 | 148 733 | 148 733 | 216 457 CHF | 218 274 CHF | 98,81% | 98,81% |
07/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 169 000 | 169 000 | 170 177 | 170 177 | 228 479 CHF | 230 181 CHF | 100,00% | 100,00% |