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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 130 000 | 130 000 | 129 961 | 129 961 | 163 189 CHF | 164 489 CHF | 92,64% | 92,64% |
22/11/2024 | 0,82% | 1,26 CHF | 1,27 CHF | 130 000 | 130 000 | 131 710 | 131 710 | 160 714 CHF | 162 031 CHF | 93,67% | 93,67% |
20/11/2024 | 0,81% | 1,19 CHF | 1,20 CHF | 140 000 | 140 000 | 131 042 | 131 042 | 160 274 CHF | 161 585 CHF | 94,02% | 94,02% |
19/11/2024 | 0,86% | 1,19 CHF | 1,20 CHF | 140 000 | 140 000 | 139 932 | 139 932 | 161 989 CHF | 163 389 CHF | 91,69% | 91,69% |
18/11/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 140 000 | 140 000 | 138 114 | 138 114 | 163 900 CHF | 165 283 CHF | 93,77% | 93,77% |
15/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 130 000 | 130 000 | 132 361 | 132 361 | 161 430 CHF | 162 756 CHF | 93,01% | 93,01% |
14/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 140 000 | 140 000 | 139 027 | 139 027 | 166 190 CHF | 167 581 CHF | 93,60% | 93,60% |
13/11/2024 | 0,84% | 1,23 CHF | 1,24 CHF | 130 000 | 130 000 | 136 316 | 136 316 | 161 599 CHF | 162 963 CHF | 94,85% | 94,85% |
12/11/2024 | 0,82% | 1,19 CHF | 1,20 CHF | 140 000 | 140 000 | 132 266 | 132 266 | 160 435 CHF | 161 758 CHF | 92,63% | 92,63% |
11/11/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 130 000 | 130 000 | 129 978 | 129 978 | 166 533 CHF | 167 833 CHF | 91,26% | 91,26% |