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% | 1,58 CHF | 1,59 CHF | 196 000 | 196 000 | 195 634 | 195 634 | 307 145 CHF | 309 101 CHF | 100,00% | 100,00% |
19/11/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 196 000 | 196 000 | 195 585 | 195 585 | 306 083 CHF | 308 039 CHF | 100,00% | 100,00% |
18/11/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 192 000 | 192 000 | 192 000 | 192 000 | 286 401 CHF | 288 321 CHF | 100,00% | 100,00% |
15/11/2024 | 0,67% | 1,52 CHF | 1,53 CHF | 194 000 | 194 000 | 192 124 | 192 124 | 287 786 CHF | 289 707 CHF | 100,00% | 100,00% |
14/11/2024 | 0,67% | 1,46 CHF | 1,47 CHF | 190 000 | 190 000 | 191 385 | 191 385 | 284 140 CHF | 286 054 CHF | 100,00% | 100,00% |
13/11/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 194 000 | 194 000 | 193 068 | 193 068 | 293 549 CHF | 295 479 CHF | 100,00% | 100,00% |
12/11/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 192 000 | 192 000 | 192 000 | 192 000 | 287 695 CHF | 289 615 CHF | 99,85% | 99,85% |
11/11/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 190 000 | 190 000 | 188 572 | 188 572 | 271 038 CHF | 272 924 CHF | 99,71% | 99,71% |
08/11/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 190 000 | 190 000 | 189 360 | 189 360 | 273 432 CHF | 275 325 CHF | 100,00% | 100,00% |
07/11/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 188 000 | 188 000 | 188 000 | 188 000 | 265 980 CHF | 267 860 CHF | 100,00% | 100,00% |