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 | 0,92% | 1,10 CHF | 1,11 CHF | 196 000 | 196 000 | 195 633 | 195 633 | 212 073 CHF | 214 030 CHF | 100,00% | 100,00% |
19/11/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 196 000 | 196 000 | 195 585 | 195 585 | 210 855 CHF | 212 811 CHF | 100,00% | 100,00% |
18/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 192 000 | 192 000 | 192 000 | 192 000 | 193 029 CHF | 194 949 CHF | 100,00% | 100,00% |
15/11/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 194 000 | 194 000 | 192 124 | 192 124 | 194 361 CHF | 196 282 CHF | 100,00% | 100,00% |
14/11/2024 | 1,00% | 0,98 CHF | 0,99 CHF | 190 000 | 190 000 | 191 384 | 191 384 | 191 041 CHF | 192 955 CHF | 100,00% | 100,00% |
13/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 194 000 | 194 000 | 193 068 | 193 068 | 199 679 CHF | 201 610 CHF | 100,00% | 100,00% |
12/11/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 192 000 | 192 000 | 192 000 | 192 000 | 194 122 CHF | 196 042 CHF | 99,85% | 99,85% |
11/11/2024 | 1,05% | 0,97 CHF | 0,98 CHF | 190 000 | 190 000 | 188 572 | 188 572 | 179 124 CHF | 181 010 CHF | 99,70% | 99,70% |
08/11/2024 | 1,04% | 0,97 CHF | 0,98 CHF | 190 000 | 190 000 | 189 376 | 189 376 | 181 251 CHF | 183 145 CHF | 98,83% | 98,83% |
07/11/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 188 000 | 188 000 | 188 000 | 188 000 | 174 532 CHF | 176 412 CHF | 100,00% | 100,00% |