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 | 0,93% | 1,07 CHF | 1,08 CHF | 186 000 | 186 000 | 185 688 | 185 688 | 197 921 CHF | 199 778 CHF | 100,00% | 100,00% |
19/11/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 184 000 | 184 000 | 183 991 | 183 991 | 193 498 CHF | 195 338 CHF | 100,00% | 100,00% |
18/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 180 000 | 180 000 | 178 640 | 178 640 | 179 388 CHF | 181 174 CHF | 100,00% | 100,00% |
15/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 179 000 | 179 000 | 180 007 | 180 007 | 183 135 CHF | 184 935 CHF | 100,00% | 100,00% |
14/11/2024 | 0,94% | 1,04 CHF | 1,05 CHF | 182 000 | 182 000 | 184 355 | 184 355 | 194 773 CHF | 196 616 CHF | 100,00% | 100,00% |
13/11/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 187 000 | 187 000 | 188 262 | 188 262 | 205 069 CHF | 206 951 CHF | 100,00% | 100,00% |
12/11/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 190 000 | 190 000 | 188 634 | 188 634 | 206 043 CHF | 207 929 CHF | 99,85% | 99,85% |
11/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 183 000 | 183 000 | 183 007 | 183 007 | 191 126 CHF | 192 956 CHF | 99,66% | 99,66% |
08/11/2024 | 1,31% | 1,06 CHF | 1,07 CHF | 185 000 | 185 000 | 148 763 | 148 763 | 154 096 CHF | 155 913 CHF | 98,76% | 98,76% |
07/11/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 169 000 | 169 000 | 170 177 | 170 177 | 157 396 CHF | 159 098 CHF | 100,00% | 100,00% |