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 | 0,79% | 1,26 CHF | 1,27 CHF | 186 000 | 186 000 | 185 689 | 185 689 | 233 295 CHF | 235 152 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 184 000 | 184 000 | 183 990 | 183 990 | 228 515 CHF | 230 354 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 180 000 | 180 000 | 178 639 | 178 639 | 213 258 CHF | 215 044 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 179 000 | 179 000 | 180 007 | 180 007 | 217 351 CHF | 219 151 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 182 000 | 182 000 | 184 355 | 184 355 | 229 908 CHF | 231 752 CHF | 100,00% | 100,00% |
13/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 187 000 | 187 000 | 188 263 | 188 263 | 240 985 CHF | 242 868 CHF | 100,00% | 100,00% |
12/11/2024 | 0,78% | 1,30 CHF | 1,31 CHF | 190 000 | 190 000 | 188 634 | 188 634 | 242 152 CHF | 244 038 CHF | 99,85% | 99,85% |
11/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 183 000 | 183 000 | 183 007 | 183 007 | 225 986 CHF | 227 816 CHF | 99,65% | 99,65% |
08/11/2024 | 1,11% | 1,26 CHF | 1,27 CHF | 185 000 | 185 000 | 148 785 | 148 785 | 182 475 CHF | 184 292 CHF | 98,72% | 98,72% |
07/11/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 169 000 | 169 000 | 170 177 | 170 177 | 189 506 CHF | 191 207 CHF | 100,00% | 100,00% |