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 | 0,91% | 1,10 CHF | 1,11 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 196 127 CHF | 197 927 CHF | 100,00% | 100,00% |
19/11/2024 | 0,90% | 1,08 CHF | 1,09 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 199 763 CHF | 201 563 CHF | 100,00% | 100,00% |
18/11/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 194 690 CHF | 196 490 CHF | 100,00% | 100,00% |
15/11/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 196 212 CHF | 198 012 CHF | 100,00% | 100,00% |
14/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 180 000 | 180 000 | 181 846 | 181 846 | 208 447 CHF | 210 265 CHF | 99,39% | 99,39% |
13/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 228 772 CHF | 230 672 CHF | 100,00% | 100,00% |
12/11/2024 | 0,86% | 1,21 CHF | 1,22 CHF | 190 000 | 190 000 | 181 938 | 181 938 | 210 923 CHF | 212 742 CHF | 100,00% | 100,00% |
11/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 198 462 CHF | 200 262 CHF | 99,93% | 99,93% |
08/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 180 000 | 180 000 | 179 989 | 179 989 | 199 176 CHF | 200 976 CHF | 100,00% | 100,00% |
07/11/2024 | 0,94% | 1,04 CHF | 1,05 CHF | 170 000 | 170 000 | 171 562 | 171 562 | 182 519 CHF | 184 234 CHF | 100,00% | 100,00% |