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 | 0,80% | 1,25 CHF | 1,26 CHF | 186 000 | 186 000 | 185 688 | 185 688 | 232 160 CHF | 234 017 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 184 000 | 184 000 | 183 991 | 183 991 | 227 329 CHF | 229 169 CHF | 100,00% | 100,00% |
18/11/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 180 000 | 180 000 | 178 640 | 178 640 | 212 291 CHF | 214 077 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 179 000 | 179 000 | 180 009 | 180 009 | 216 465 CHF | 218 265 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 182 000 | 182 000 | 184 355 | 184 355 | 228 684 CHF | 230 528 CHF | 100,00% | 100,00% |
13/11/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 187 000 | 187 000 | 188 263 | 188 263 | 239 880 CHF | 241 762 CHF | 100,00% | 100,00% |
12/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 190 000 | 190 000 | 188 634 | 188 634 | 240 931 CHF | 242 818 CHF | 99,87% | 99,87% |
11/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 183 000 | 183 000 | 183 006 | 183 006 | 225 054 CHF | 226 884 CHF | 99,72% | 99,72% |
08/11/2024 | 1,12% | 1,25 CHF | 1,26 CHF | 185 000 | 185 000 | 148 054 | 148 054 | 180 855 CHF | 182 673 CHF | 100,00% | 100,00% |
07/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 169 000 | 169 000 | 170 177 | 170 177 | 188 998 CHF | 190 700 CHF | 100,00% | 100,00% |