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 | 0,90% | 1,13 CHF | 1,14 CHF | 140 000 | 140 000 | 136 194 | 136 194 | 151 375 CHF | 152 737 CHF | 100,00% | 100,00% |
19/11/2024 | 0,88% | 1,11 CHF | 1,12 CHF | 136 000 | 136 000 | 138 684 | 138 684 | 157 327 CHF | 158 714 CHF | 100,00% | 100,00% |
18/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 136 000 | 136 000 | 134 995 | 134 995 | 147 842 CHF | 149 192 CHF | 100,00% | 100,00% |
15/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 132 000 | 132 000 | 132 280 | 132 280 | 143 887 CHF | 145 210 CHF | 100,00% | 100,00% |
14/11/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 136 000 | 136 000 | 137 326 | 137 326 | 155 494 CHF | 156 867 CHF | 100,00% | 100,00% |
13/11/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 140 000 | 140 000 | 136 398 | 136 398 | 153 671 CHF | 155 035 CHF | 100,00% | 100,00% |
12/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 149 412 CHF | 150 767 CHF | 99,85% | 99,85% |
11/11/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 132 000 | 132 000 | 135 306 | 135 306 | 149 105 CHF | 150 458 CHF | 99,72% | 99,72% |
08/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 136 000 | 136 000 | 134 841 | 134 841 | 148 982 CHF | 150 331 CHF | 100,00% | 100,00% |
07/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 151 998 CHF | 153 353 CHF | 100,00% | 100,00% |