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 | 0,78% | 1,29 CHF | 1,30 CHF | 196 000 | 196 000 | 195 634 | 195 634 | 249 934 CHF | 251 890 CHF | 100,00% | 100,00% |
19/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 196 000 | 196 000 | 195 585 | 195 585 | 248 905 CHF | 250 861 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 192 000 | 192 000 | 192 000 | 192 000 | 230 302 CHF | 232 222 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 1,23 CHF | 1,24 CHF | 194 000 | 194 000 | 192 124 | 192 124 | 231 573 CHF | 233 494 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 190 000 | 190 000 | 191 385 | 191 385 | 228 300 CHF | 230 214 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 194 000 | 194 000 | 193 068 | 193 068 | 237 060 CHF | 238 991 CHF | 100,00% | 100,00% |
12/11/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 192 000 | 192 000 | 192 000 | 192 000 | 231 671 CHF | 233 591 CHF | 99,85% | 99,85% |
11/11/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 190 000 | 190 000 | 188 571 | 188 571 | 216 092 CHF | 217 978 CHF | 99,68% | 99,68% |
08/11/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 190 000 | 190 000 | 189 376 | 189 376 | 218 210 CHF | 220 104 CHF | 98,79% | 98,79% |
07/11/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 188 000 | 188 000 | 188 000 | 188 000 | 211 093 CHF | 212 973 CHF | 100,00% | 100,00% |