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 | 0,91% | 1,11 CHF | 1,12 CHF | 208 000 | 208 000 | 207 965 | 207 965 | 227 720 CHF | 229 800 CHF | 100,00% | 100,00% |
19/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 208 000 | 208 000 | 208 037 | 208 037 | 230 625 CHF | 232 705 CHF | 100,00% | 100,00% |
18/11/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 203 000 | 203 000 | 205 399 | 205 399 | 220 997 CHF | 223 051 CHF | 100,00% | 100,00% |
15/11/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 208 000 | 208 000 | 203 868 | 203 868 | 217 559 CHF | 219 597 CHF | 100,00% | 100,00% |
14/11/2024 | 0,91% | 1,07 CHF | 1,08 CHF | 203 000 | 203 000 | 207 189 | 207 189 | 227 135 CHF | 229 207 CHF | 100,00% | 100,00% |
13/11/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 208 000 | 208 000 | 211 765 | 211 765 | 241 266 CHF | 243 384 CHF | 100,00% | 100,00% |
12/11/2024 | 0,88% | 1,17 CHF | 1,18 CHF | 213 000 | 213 000 | 208 821 | 208 821 | 235 145 CHF | 237 233 CHF | 99,85% | 99,85% |
11/11/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 203 000 | 203 000 | 203 169 | 203 169 | 216 524 CHF | 218 556 CHF | 99,67% | 99,67% |
08/11/2024 | 0,99% | 1,09 CHF | 1,10 CHF | 208 000 | 208 000 | 198 389 | 198 389 | 209 804 CHF | 211 840 CHF | 98,78% | 98,78% |
07/11/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 194 000 | 194 000 | 194 669 | 194 669 | 181 572 CHF | 183 519 CHF | 100,00% | 100,00% |