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 | 0,84% | 1,19 CHF | 1,20 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 213 223 CHF | 215 023 CHF | 100,00% | 100,00% |
19/11/2024 | 0,83% | 1,18 CHF | 1,19 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 216 442 CHF | 218 242 CHF | 100,00% | 100,00% |
18/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 211 626 CHF | 213 426 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 213 310 CHF | 215 110 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 180 000 | 180 000 | 181 850 | 181 850 | 225 455 CHF | 227 273 CHF | 99,33% | 99,33% |
13/11/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 246 614 CHF | 248 514 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 1,31 CHF | 1,32 CHF | 190 000 | 190 000 | 181 938 | 181 938 | 227 802 CHF | 229 621 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 215 543 CHF | 217 343 CHF | 99,93% | 99,93% |
08/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 180 000 | 180 000 | 179 989 | 179 989 | 216 384 CHF | 218 184 CHF | 100,00% | 100,00% |
07/11/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 170 000 | 170 000 | 171 561 | 171 561 | 198 900 CHF | 200 616 CHF | 100,00% | 100,00% |