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 | 0,85% | 1,18 CHF | 1,19 CHF | 175 000 | 175 000 | 170 242 | 170 242 | 198 882 CHF | 200 585 CHF | 100,00% | 100,00% |
19/11/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 170 000 | 170 000 | 173 356 | 173 356 | 205 646 CHF | 207 380 CHF | 100,00% | 100,00% |
18/11/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 170 000 | 170 000 | 168 743 | 168 743 | 194 872 CHF | 196 560 CHF | 100,00% | 100,00% |
15/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 165 000 | 165 000 | 165 350 | 165 350 | 189 894 CHF | 191 548 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 170 000 | 170 000 | 171 658 | 171 658 | 203 052 CHF | 204 768 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 175 000 | 175 000 | 170 498 | 170 498 | 201 401 CHF | 203 106 CHF | 100,00% | 100,00% |
12/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 170 000 | 170 000 | 169 298 | 169 298 | 196 597 CHF | 198 290 CHF | 99,86% | 99,86% |
11/11/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 165 000 | 165 000 | 169 133 | 169 133 | 196 141 CHF | 197 832 CHF | 99,65% | 99,65% |
08/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 170 000 | 170 000 | 168 543 | 168 543 | 196 180 CHF | 197 865 CHF | 99,47% | 99,47% |
07/11/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 170 000 | 170 000 | 169 299 | 169 299 | 199 598 CHF | 201 291 CHF | 100,00% | 100,00% |