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 | 0,85% | 1,16 CHF | 1,17 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 198 966 CHF | 200 666 CHF | 100,00% | 100,00% |
19/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 199 967 CHF | 201 667 CHF | 100,00% | 100,00% |
18/11/2024 | 0,85% | 1,19 CHF | 1,20 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 199 598 CHF | 201 298 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 199 209 CHF | 200 909 CHF | 100,00% | 100,00% |
14/11/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 195 195 CHF | 196 895 CHF | 99,34% | 99,34% |
13/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 170 000 | 170 000 | 171 303 | 171 303 | 189 165 CHF | 190 878 CHF | 100,00% | 100,00% |
12/11/2024 | 0,88% | 1,10 CHF | 1,11 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 193 105 CHF | 194 805 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 199 440 CHF | 201 140 CHF | 99,93% | 99,93% |
08/11/2024 | 0,84% | 1,16 CHF | 1,17 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 201 447 CHF | 203 147 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 207 539 CHF | 209 239 CHF | 100,00% | 100,00% |