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 | 0,64% | 1,57 CHF | 1,58 CHF | 132 000 | 132 000 | 129 514 | 129 514 | 201 521 CHF | 202 816 CHF | 100,00% | 100,00% |
19/11/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 130 000 | 130 000 | 129 367 | 129 367 | 201 198 CHF | 202 491 CHF | 100,00% | 100,00% |
18/11/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 128 000 | 128 000 | 127 211 | 127 211 | 190 157 CHF | 191 429 CHF | 100,00% | 100,00% |
15/11/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 126 000 | 126 000 | 125 851 | 125 851 | 186 090 CHF | 187 349 CHF | 100,00% | 100,00% |
14/11/2024 | 0,64% | 1,51 CHF | 1,52 CHF | 128 000 | 128 000 | 128 402 | 128 402 | 198 689 CHF | 199 973 CHF | 99,33% | 99,33% |
13/11/2024 | 0,64% | 1,61 CHF | 1,62 CHF | 132 000 | 132 000 | 129 190 | 129 190 | 202 082 CHF | 203 374 CHF | 100,00% | 100,00% |
12/11/2024 | 0,68% | 1,51 CHF | 1,52 CHF | 128 000 | 128 000 | 126 005 | 126 005 | 185 466 CHF | 186 726 CHF | 100,00% | 100,00% |
11/11/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 126 000 | 126 000 | 125 770 | 125 770 | 184 671 CHF | 185 929 CHF | 99,93% | 99,93% |
08/11/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 128 000 | 128 000 | 126 027 | 126 027 | 187 585 CHF | 188 845 CHF | 100,00% | 100,00% |
07/11/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 122 000 | 122 000 | 121 614 | 121 614 | 166 909 CHF | 168 125 CHF | 100,00% | 100,00% |