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 | 0,82% | 1,23 CHF | 1,24 CHF | 140 000 | 140 000 | 136 193 | 136 193 | 165 781 CHF | 167 143 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 136 000 | 136 000 | 138 683 | 138 683 | 171 898 CHF | 173 285 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 136 000 | 136 000 | 134 994 | 134 994 | 162 121 CHF | 163 471 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 132 000 | 132 000 | 132 280 | 132 280 | 157 653 CHF | 158 976 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 136 000 | 136 000 | 137 327 | 137 327 | 169 826 CHF | 171 200 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 140 000 | 140 000 | 136 398 | 136 398 | 167 836 CHF | 169 200 CHF | 100,00% | 100,00% |
12/11/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 136 000 | 136 000 | 135 438 | 135 438 | 163 388 CHF | 164 742 CHF | 99,85% | 99,85% |
11/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 132 000 | 132 000 | 135 306 | 135 306 | 163 127 CHF | 164 481 CHF | 99,64% | 99,64% |
08/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 136 000 | 136 000 | 134 834 | 134 834 | 162 952 CHF | 164 300 CHF | 99,43% | 99,43% |
07/11/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 166 098 CHF | 167 452 CHF | 100,00% | 100,00% |