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% | 1,18 CHF | 1,19 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 202 369 CHF | 204 069 CHF | 100,00% | 100,00% |
19/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 203 519 CHF | 205 219 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 203 021 CHF | 204 721 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 202 621 CHF | 204 321 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 198 780 CHF | 200 480 CHF | 99,33% | 99,33% |
13/11/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 170 000 | 170 000 | 171 308 | 171 308 | 192 740 CHF | 194 453 CHF | 100,00% | 100,00% |
12/11/2024 | 0,86% | 1,12 CHF | 1,13 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 196 505 CHF | 198 205 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 1,18 CHF | 1,19 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 203 219 CHF | 204 919 CHF | 99,93% | 99,93% |
08/11/2024 | 0,83% | 1,18 CHF | 1,19 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 205 018 CHF | 206 718 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 210 984 CHF | 212 684 CHF | 100,00% | 100,00% |