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 | 0,55% | 1,78 CHF | 1,79 CHF | 185 000 | 185 000 | 184 237 | 184 237 | 332 388 CHF | 334 231 CHF | 100,00% | 100,00% |
19/11/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 185 000 | 185 000 | 185 035 | 185 035 | 326 915 CHF | 328 766 CHF | 100,00% | 100,00% |
18/11/2024 | 0,57% | 1,78 CHF | 1,79 CHF | 185 000 | 185 000 | 184 969 | 184 969 | 325 069 CHF | 326 919 CHF | 100,00% | 100,00% |
15/11/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 185 000 | 185 000 | 184 237 | 184 237 | 326 656 CHF | 328 499 CHF | 100,00% | 100,00% |
14/11/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 185 000 | 185 000 | 184 238 | 184 238 | 332 897 CHF | 334 740 CHF | 100,00% | 100,00% |
13/11/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 190 000 | 190 000 | 189 344 | 189 344 | 310 321 CHF | 312 214 CHF | 100,00% | 100,00% |
12/11/2024 | 0,58% | 1,67 CHF | 1,68 CHF | 190 000 | 190 000 | 187 769 | 187 769 | 323 074 CHF | 324 952 CHF | 100,00% | 100,00% |
11/11/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 185 000 | 185 000 | 184 195 | 184 195 | 327 957 CHF | 329 799 CHF | 100,00% | 100,00% |
08/11/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 185 000 | 185 000 | 185 838 | 185 838 | 323 215 CHF | 325 073 CHF | 99,18% | 99,18% |
07/11/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 190 000 | 190 000 | 188 354 | 188 354 | 320 869 CHF | 322 752 CHF | 100,00% | 100,00% |