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 | 0,84% | 1,19 CHF | 1,20 CHF | 196 000 | 196 000 | 195 633 | 195 633 | 231 087 CHF | 233 044 CHF | 100,00% | 100,00% |
19/11/2024 | 0,85% | 1,19 CHF | 1,20 CHF | 196 000 | 196 000 | 195 585 | 195 585 | 230 027 CHF | 231 983 CHF | 100,00% | 100,00% |
18/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 192 000 | 192 000 | 192 000 | 192 000 | 211 768 CHF | 213 688 CHF | 100,00% | 100,00% |
15/11/2024 | 0,90% | 1,14 CHF | 1,15 CHF | 194 000 | 194 000 | 192 124 | 192 124 | 213 081 CHF | 215 002 CHF | 100,00% | 100,00% |
14/11/2024 | 0,91% | 1,07 CHF | 1,08 CHF | 190 000 | 190 000 | 191 384 | 191 384 | 209 688 CHF | 211 602 CHF | 100,00% | 100,00% |
13/11/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 194 000 | 194 000 | 193 068 | 193 068 | 218 458 CHF | 220 389 CHF | 100,00% | 100,00% |
12/11/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 192 000 | 192 000 | 192 000 | 192 000 | 212 984 CHF | 214 904 CHF | 99,85% | 99,85% |
11/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 190 000 | 190 000 | 188 572 | 188 572 | 197 657 CHF | 199 543 CHF | 99,71% | 99,71% |
08/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 190 000 | 190 000 | 189 360 | 189 360 | 199 721 CHF | 201 615 CHF | 100,00% | 100,00% |
07/11/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 188 000 | 188 000 | 188 000 | 188 000 | 192 870 CHF | 194 750 CHF | 100,00% | 100,00% |