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 | 0,79% | 1,28 CHF | 1,29 CHF | 175 000 | 175 000 | 170 242 | 170 242 | 215 608 CHF | 217 311 CHF | 100,00% | 100,00% |
19/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 170 000 | 170 000 | 173 356 | 173 356 | 222 255 CHF | 223 989 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 170 000 | 170 000 | 168 743 | 168 743 | 211 385 CHF | 213 072 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 165 000 | 165 000 | 165 350 | 165 350 | 206 187 CHF | 207 840 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 170 000 | 170 000 | 171 659 | 171 659 | 219 821 CHF | 221 537 CHF | 100,00% | 100,00% |
13/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 175 000 | 175 000 | 170 498 | 170 498 | 218 029 CHF | 219 734 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 170 000 | 170 000 | 169 298 | 169 298 | 213 052 CHF | 214 745 CHF | 99,85% | 99,85% |
11/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 165 000 | 165 000 | 169 132 | 169 132 | 212 790 CHF | 214 481 CHF | 99,66% | 99,66% |
08/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 170 000 | 170 000 | 168 538 | 168 538 | 212 586 CHF | 214 271 CHF | 99,15% | 99,15% |
07/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 170 000 | 170 000 | 169 299 | 169 299 | 216 210 CHF | 217 903 CHF | 100,00% | 100,00% |