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 | 0,87% | 1,14 CHF | 1,15 CHF | 390 000 | 390 000 | 387 911 | 387 911 | 441 836 CHF | 445 715 CHF | 100,00% | 100,00% |
19/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 390 000 | 390 000 | 389 598 | 389 598 | 446 075 CHF | 449 971 CHF | 100,00% | 100,00% |
18/11/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 390 000 | 390 000 | 387 080 | 387 080 | 442 289 CHF | 446 160 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 395 000 | 395 000 | 389 142 | 389 142 | 450 084 CHF | 453 975 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 390 000 | 390 000 | 397 162 | 397 162 | 467 682 CHF | 471 654 CHF | 99,39% | 99,39% |
13/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 405 000 | 405 000 | 401 053 | 401 053 | 477 197 CHF | 481 208 CHF | 100,00% | 100,00% |
12/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 395 000 | 395 000 | 389 696 | 389 696 | 449 882 CHF | 453 779 CHF | 100,00% | 100,00% |
11/11/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 390 000 | 390 000 | 391 396 | 391 396 | 454 762 CHF | 458 676 CHF | 99,93% | 99,93% |
08/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 395 000 | 395 000 | 392 755 | 392 755 | 461 363 CHF | 465 290 CHF | 99,40% | 99,40% |
07/11/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 380 000 | 380 000 | 379 243 | 379 243 | 430 527 CHF | 434 319 CHF | 100,00% | 100,00% |