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 | 0,93% | 1,07 CHF | 1,08 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 192 418 CHF | 194 218 CHF | 100,00% | 100,00% |
19/11/2024 | 0,91% | 1,06 CHF | 1,07 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 195 919 CHF | 197 719 CHF | 100,00% | 100,00% |
18/11/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 191 084 CHF | 192 884 CHF | 100,00% | 100,00% |
15/11/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 192 496 CHF | 194 296 CHF | 100,00% | 100,00% |
14/11/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 180 000 | 180 000 | 181 848 | 181 848 | 204 552 CHF | 206 370 CHF | 99,33% | 99,33% |
13/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 224 600 CHF | 226 500 CHF | 100,00% | 100,00% |
12/11/2024 | 0,88% | 1,19 CHF | 1,20 CHF | 190 000 | 190 000 | 181 938 | 181 938 | 207 008 CHF | 208 827 CHF | 100,00% | 100,00% |
11/11/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 194 714 CHF | 196 514 CHF | 99,93% | 99,93% |
08/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 180 000 | 180 000 | 179 989 | 179 989 | 195 385 CHF | 197 185 CHF | 100,00% | 100,00% |
07/11/2024 | 0,95% | 1,02 CHF | 1,03 CHF | 170 000 | 170 000 | 171 563 | 171 563 | 178 993 CHF | 180 708 CHF | 100,00% | 100,00% |