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 | 0,63% | 1,51 CHF | 1,52 CHF | 104 000 | 104 000 | 102 739 | 102 739 | 162 376 CHF | 163 403 CHF | 100,00% | 100,00% |
19/11/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 103 000 | 103 000 | 102 765 | 102 765 | 163 617 CHF | 164 645 CHF | 100,00% | 100,00% |
18/11/2024 | 0,64% | 1,61 CHF | 1,62 CHF | 102 000 | 102 000 | 103 166 | 103 166 | 159 608 CHF | 160 640 CHF | 100,00% | 100,00% |
15/11/2024 | 0,55% | 1,71 CHF | 1,72 CHF | 100 000 | 100 000 | 98 717 | 98 717 | 178 199 CHF | 179 186 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 2,01 CHF | 2,02 CHF | 96 000 | 96 000 | 96 674 | 96 674 | 187 866 CHF | 188 833 CHF | 100,00% | 100,00% |
13/11/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 103 000 | 103 000 | 102 417 | 102 417 | 162 838 CHF | 163 862 CHF | 100,00% | 100,00% |
12/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 102 000 | 102 000 | 100 023 | 100 023 | 168 172 CHF | 169 174 CHF | 100,00% | 100,00% |
11/11/2024 | 0,60% | 1,64 CHF | 1,65 CHF | 102 000 | 102 000 | 101 338 | 101 338 | 167 057 CHF | 168 071 CHF | 100,00% | 100,00% |
08/11/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 103 000 | 103 000 | 102 718 | 102 718 | 161 179 CHF | 162 206 CHF | 100,00% | 100,00% |
07/11/2024 | 0,64% | 1,59 CHF | 1,60 CHF | 102 000 | 102 000 | 102 628 | 102 628 | 160 054 CHF | 161 080 CHF | 100,00% | 100,00% |