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 | 0,83% | 1,21 CHF | 1,22 CHF | 208 000 | 208 000 | 207 965 | 207 965 | 248 968 CHF | 251 048 CHF | 100,00% | 100,00% |
19/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 208 000 | 208 000 | 208 037 | 208 037 | 251 817 CHF | 253 897 CHF | 100,00% | 100,00% |
18/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 203 000 | 203 000 | 205 400 | 205 400 | 241 803 CHF | 243 857 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 1,19 CHF | 1,20 CHF | 208 000 | 208 000 | 203 867 | 203 867 | 238 445 CHF | 240 484 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 1,17 CHF | 1,18 CHF | 203 000 | 203 000 | 207 189 | 207 189 | 248 122 CHF | 250 194 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 208 000 | 208 000 | 211 766 | 211 766 | 262 836 CHF | 264 954 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 1,27 CHF | 1,28 CHF | 213 000 | 213 000 | 208 820 | 208 820 | 256 535 CHF | 258 623 CHF | 99,87% | 99,87% |
11/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 203 000 | 203 000 | 203 170 | 203 170 | 237 311 CHF | 239 343 CHF | 99,65% | 99,65% |
08/11/2024 | 0,91% | 1,19 CHF | 1,20 CHF | 208 000 | 208 000 | 198 390 | 198 390 | 229 985 CHF | 232 021 CHF | 98,75% | 98,75% |
07/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 194 000 | 194 000 | 194 669 | 194 669 | 201 370 CHF | 203 317 CHF | 100,00% | 100,00% |