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 | 0,53% | 1,90 CHF | 1,91 CHF | 150 000 | 150 000 | 148 491 | 148 491 | 286 372 CHF | 287 858 CHF | 100,00% | 100,00% |
19/11/2024 | 0,56% | 1,87 CHF | 1,88 CHF | 150 000 | 150 000 | 148 492 | 148 492 | 272 189 CHF | 273 675 CHF | 100,00% | 100,00% |
18/11/2024 | 0,56% | 1,85 CHF | 1,86 CHF | 150 000 | 150 000 | 148 493 | 148 493 | 272 340 CHF | 273 827 CHF | 100,00% | 100,00% |
15/11/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 150 000 | 150 000 | 147 445 | 147 445 | 271 345 CHF | 272 822 CHF | 97,77% | 97,77% |
14/11/2024 | 0,55% | 1,89 CHF | 1,90 CHF | 150 000 | 150 000 | 147 700 | 147 700 | 277 326 CHF | 278 805 CHF | 98,42% | 98,42% |
13/11/2024 | 0,55% | 1,86 CHF | 1,87 CHF | 150 000 | 150 000 | 148 491 | 148 491 | 273 434 CHF | 274 921 CHF | 100,00% | 100,00% |
12/11/2024 | 0,53% | 1,91 CHF | 1,92 CHF | 150 000 | 150 000 | 148 459 | 148 459 | 284 693 CHF | 286 179 CHF | 99,76% | 99,76% |
11/11/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 150 000 | 150 000 | 148 492 | 148 492 | 290 440 CHF | 291 927 CHF | 100,00% | 100,00% |
08/11/2024 | 0,54% | 1,93 CHF | 1,94 CHF | 150 000 | 150 000 | 147 045 | 147 045 | 283 676 CHF | 285 158 CHF | 98,24% | 98,24% |
07/11/2024 | 0,55% | 1,91 CHF | 1,92 CHF | 150 000 | 150 000 | 147 378 | 147 378 | 274 966 CHF | 276 443 CHF | 97,92% | 97,92% |