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 | 1,10% | 0,91 CHF | 0,92 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 162 214 CHF | 164 014 CHF | 100,00% | 100,00% |
19/11/2024 | 1,08% | 0,89 CHF | 0,90 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 165 795 CHF | 167 595 CHF | 100,00% | 100,00% |
18/11/2024 | 1,11% | 0,88 CHF | 0,89 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 160 586 CHF | 162 386 CHF | 100,00% | 100,00% |
15/11/2024 | 1,11% | 0,89 CHF | 0,90 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 161 983 CHF | 163 783 CHF | 100,00% | 100,00% |
14/11/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 180 000 | 180 000 | 181 847 | 181 847 | 173 884 CHF | 175 703 CHF | 99,34% | 99,34% |
13/11/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 192 855 CHF | 194 755 CHF | 100,00% | 100,00% |
12/11/2024 | 1,03% | 1,02 CHF | 1,03 CHF | 190 000 | 190 000 | 181 938 | 181 938 | 176 462 CHF | 178 282 CHF | 100,00% | 100,00% |
11/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 164 362 CHF | 166 162 CHF | 99,93% | 99,93% |
08/11/2024 | 1,09% | 0,91 CHF | 0,92 CHF | 180 000 | 180 000 | 179 989 | 179 989 | 164 847 CHF | 166 647 CHF | 100,00% | 100,00% |
07/11/2024 | 1,14% | 0,85 CHF | 0,86 CHF | 170 000 | 170 000 | 171 562 | 171 562 | 149 857 CHF | 151 573 CHF | 100,00% | 100,00% |