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% | 1,36 CHF | 1,37 CHF | 186 000 | 186 000 | 185 688 | 185 688 | 251 781 CHF | 253 638 CHF | 100,00% | 100,00% |
19/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 184 000 | 184 000 | 183 991 | 183 991 | 246 834 CHF | 248 674 CHF | 100,00% | 100,00% |
18/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 180 000 | 180 000 | 178 640 | 178 640 | 230 960 CHF | 232 746 CHF | 100,00% | 100,00% |
15/11/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 179 000 | 179 000 | 180 008 | 180 008 | 235 281 CHF | 237 081 CHF | 100,00% | 100,00% |
14/11/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 182 000 | 182 000 | 184 355 | 184 355 | 248 256 CHF | 250 100 CHF | 100,00% | 100,00% |
13/11/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 187 000 | 187 000 | 188 263 | 188 263 | 259 726 CHF | 261 608 CHF | 100,00% | 100,00% |
12/11/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 190 000 | 190 000 | 188 634 | 188 634 | 260 913 CHF | 262 799 CHF | 99,85% | 99,85% |
11/11/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 183 000 | 183 000 | 183 007 | 183 007 | 244 207 CHF | 246 037 CHF | 99,65% | 99,65% |
08/11/2024 | 1,03% | 1,35 CHF | 1,36 CHF | 185 000 | 185 000 | 148 786 | 148 786 | 197 274 CHF | 199 091 CHF | 98,72% | 98,72% |
07/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 169 000 | 169 000 | 170 177 | 170 177 | 206 443 CHF | 208 144 CHF | 100,00% | 100,00% |