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 | 0,60% | 1,68 CHF | 1,69 CHF | 196 000 | 196 000 | 195 634 | 195 634 | 326 021 CHF | 327 977 CHF | 100,00% | 100,00% |
19/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 196 000 | 196 000 | 195 585 | 195 585 | 324 787 CHF | 326 743 CHF | 100,00% | 100,00% |
18/11/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 192 000 | 192 000 | 192 000 | 192 000 | 304 859 CHF | 306 779 CHF | 100,00% | 100,00% |
15/11/2024 | 0,63% | 1,62 CHF | 1,63 CHF | 194 000 | 194 000 | 192 124 | 192 124 | 306 297 CHF | 308 218 CHF | 100,00% | 100,00% |
14/11/2024 | 0,63% | 1,56 CHF | 1,57 CHF | 190 000 | 190 000 | 191 385 | 191 385 | 302 606 CHF | 304 519 CHF | 100,00% | 100,00% |
13/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 194 000 | 194 000 | 193 068 | 193 068 | 312 011 CHF | 313 941 CHF | 100,00% | 100,00% |
12/11/2024 | 0,63% | 1,61 CHF | 1,62 CHF | 192 000 | 192 000 | 192 000 | 192 000 | 306 136 CHF | 308 056 CHF | 99,85% | 99,85% |
11/11/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 190 000 | 190 000 | 188 571 | 188 571 | 289 193 CHF | 291 079 CHF | 99,67% | 99,67% |
08/11/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 190 000 | 190 000 | 189 377 | 189 377 | 291 780 CHF | 293 674 CHF | 98,77% | 98,77% |
07/11/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 188 000 | 188 000 | 188 000 | 188 000 | 284 263 CHF | 286 143 CHF | 100,00% | 100,00% |