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 | 0,73% | 1,38 CHF | 1,39 CHF | 186 000 | 186 000 | 185 688 | 185 688 | 255 178 CHF | 257 035 CHF | 100,00% | 100,00% |
19/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 184 000 | 184 000 | 183 991 | 183 991 | 250 254 CHF | 252 094 CHF | 100,00% | 100,00% |
18/11/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 180 000 | 180 000 | 178 639 | 178 639 | 234 381 CHF | 236 167 CHF | 100,00% | 100,00% |
15/11/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 179 000 | 179 000 | 180 008 | 180 008 | 238 757 CHF | 240 557 CHF | 100,00% | 100,00% |
14/11/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 182 000 | 182 000 | 184 355 | 184 355 | 251 682 CHF | 253 526 CHF | 100,00% | 100,00% |
13/11/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 187 000 | 187 000 | 188 262 | 188 262 | 263 288 CHF | 265 171 CHF | 100,00% | 100,00% |
12/11/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 190 000 | 190 000 | 188 634 | 188 634 | 264 263 CHF | 266 149 CHF | 99,85% | 99,85% |
11/11/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 183 000 | 183 000 | 183 006 | 183 006 | 247 704 CHF | 249 534 CHF | 99,72% | 99,72% |
08/11/2024 | 1,02% | 1,37 CHF | 1,38 CHF | 185 000 | 185 000 | 148 053 | 148 053 | 199 144 CHF | 200 961 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 169 000 | 169 000 | 170 177 | 170 177 | 209 966 CHF | 211 668 CHF | 100,00% | 100,00% |