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% | 1,09 CHF | 1,10 CHF | 175 000 | 175 000 | 170 242 | 170 242 | 182 305 CHF | 184 007 CHF | 100,00% | 100,00% |
19/11/2024 | 0,91% | 1,07 CHF | 1,08 CHF | 170 000 | 170 000 | 173 354 | 173 354 | 189 056 CHF | 190 790 CHF | 100,00% | 100,00% |
18/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 170 000 | 170 000 | 168 743 | 168 743 | 178 708 CHF | 180 396 CHF | 100,00% | 100,00% |
15/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 165 000 | 165 000 | 165 350 | 165 350 | 174 106 CHF | 175 760 CHF | 100,00% | 100,00% |
14/11/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 170 000 | 170 000 | 171 657 | 171 657 | 187 047 CHF | 188 764 CHF | 100,00% | 100,00% |
13/11/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 175 000 | 175 000 | 170 498 | 170 498 | 185 037 CHF | 186 742 CHF | 100,00% | 100,00% |
12/11/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 170 000 | 170 000 | 169 298 | 169 298 | 180 490 CHF | 182 183 CHF | 99,85% | 99,85% |
11/11/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 165 000 | 165 000 | 169 133 | 169 133 | 180 265 CHF | 181 956 CHF | 99,65% | 99,65% |
08/11/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 170 000 | 170 000 | 168 543 | 168 543 | 180 069 CHF | 181 754 CHF | 99,47% | 99,47% |
07/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 170 000 | 170 000 | 169 299 | 169 299 | 183 208 CHF | 184 901 CHF | 100,00% | 100,00% |