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 | 0,80% | 1,27 CHF | 1,28 CHF | 140 000 | 140 000 | 136 194 | 136 194 | 170 447 CHF | 171 809 CHF | 100,00% | 100,00% |
19/11/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 136 000 | 136 000 | 138 685 | 138 685 | 177 232 CHF | 178 619 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 136 000 | 136 000 | 134 995 | 134 995 | 167 090 CHF | 168 440 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 132 000 | 132 000 | 132 280 | 132 280 | 162 658 CHF | 163 981 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 136 000 | 136 000 | 137 326 | 137 326 | 174 804 CHF | 176 177 CHF | 100,00% | 100,00% |
13/11/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 140 000 | 140 000 | 136 398 | 136 398 | 172 885 CHF | 174 249 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 168 433 CHF | 169 787 CHF | 99,85% | 99,85% |
11/11/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 132 000 | 132 000 | 135 307 | 135 307 | 168 176 CHF | 169 529 CHF | 99,68% | 99,68% |
08/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 136 000 | 136 000 | 134 831 | 134 831 | 168 017 CHF | 169 365 CHF | 99,20% | 99,20% |
07/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 171 180 CHF | 172 534 CHF | 100,00% | 100,00% |