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 | 0,98% | 1,03 CHF | 1,04 CHF | 188 000 | 188 000 | 186 230 | 186 230 | 189 526 CHF | 191 388 CHF | 100,00% | 100,00% |
19/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 186 000 | 186 000 | 187 039 | 187 039 | 191 863 CHF | 193 734 CHF | 100,00% | 100,00% |
18/11/2024 | 0,98% | 0,99 CHF | 1,00 CHF | 184 000 | 184 000 | 185 258 | 185 258 | 187 371 CHF | 189 223 CHF | 100,00% | 100,00% |
15/11/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 186 000 | 186 000 | 185 195 | 185 195 | 189 357 CHF | 191 209 CHF | 100,00% | 100,00% |
14/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 186 000 | 186 000 | 187 298 | 187 298 | 195 705 CHF | 197 578 CHF | 99,33% | 99,33% |
13/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 192 000 | 192 000 | 191 352 | 191 352 | 211 553 CHF | 213 466 CHF | 100,00% | 100,00% |
12/11/2024 | 0,93% | 1,12 CHF | 1,13 CHF | 192 000 | 192 000 | 189 166 | 189 166 | 202 518 CHF | 204 410 CHF | 100,00% | 100,00% |
11/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 186 000 | 186 000 | 186 013 | 186 013 | 192 767 CHF | 194 627 CHF | 99,93% | 99,93% |
08/11/2024 | 0,96% | 1,06 CHF | 1,07 CHF | 188 000 | 188 000 | 185 802 | 185 802 | 192 147 CHF | 194 005 CHF | 100,00% | 100,00% |
07/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 182 000 | 182 000 | 182 780 | 182 780 | 184 454 CHF | 186 281 CHF | 100,00% | 100,00% |