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 | 1,03% | 0,97 CHF | 0,98 CHF | 186 000 | 186 000 | 185 688 | 185 688 | 179 806 CHF | 181 662 CHF | 100,00% | 100,00% |
19/11/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 184 000 | 184 000 | 183 991 | 183 991 | 175 508 CHF | 177 348 CHF | 100,00% | 100,00% |
18/11/2024 | 1,10% | 0,92 CHF | 0,93 CHF | 180 000 | 180 000 | 178 639 | 178 639 | 161 991 CHF | 163 777 CHF | 100,00% | 100,00% |
15/11/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 179 000 | 179 000 | 180 008 | 180 008 | 165 536 CHF | 167 336 CHF | 100,00% | 100,00% |
14/11/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 182 000 | 182 000 | 184 355 | 184 355 | 176 803 CHF | 178 646 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 0,98 CHF | 0,99 CHF | 187 000 | 187 000 | 188 263 | 188 263 | 186 847 CHF | 188 730 CHF | 100,00% | 100,00% |
12/11/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 190 000 | 190 000 | 188 634 | 188 634 | 187 884 CHF | 189 770 CHF | 99,85% | 99,85% |
11/11/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 183 000 | 183 000 | 183 007 | 183 007 | 173 340 CHF | 175 171 CHF | 99,69% | 99,69% |
08/11/2024 | 1,45% | 0,97 CHF | 0,98 CHF | 185 000 | 185 000 | 148 725 | 148 725 | 139 675 CHF | 141 492 CHF | 98,83% | 98,83% |
07/11/2024 | 1,20% | 0,82 CHF | 0,83 CHF | 169 000 | 169 000 | 170 177 | 170 177 | 140 620 CHF | 142 322 CHF | 100,00% | 100,00% |