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 | 0,60% | 1,62 CHF | 1,63 CHF | 130 000 | 130 000 | 121 130 | 121 130 | 200 530 CHF | 201 742 CHF | 100,00% | 100,00% |
19/11/2024 | 0,63% | 1,61 CHF | 1,62 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 206 464 CHF | 207 764 CHF | 99,90% | 99,90% |
18/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 130 000 | 130 000 | 128 133 | 128 133 | 207 486 CHF | 208 767 CHF | 100,00% | 100,00% |
15/11/2024 | 0,60% | 1,64 CHF | 1,65 CHF | 120 000 | 120 000 | 122 592 | 122 592 | 202 483 CHF | 203 709 CHF | 100,00% | 100,00% |
14/11/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 130 000 | 130 000 | 129 008 | 129 008 | 210 306 CHF | 211 596 CHF | 100,00% | 100,00% |
13/11/2024 | 0,62% | 1,67 CHF | 1,68 CHF | 120 000 | 120 000 | 126 490 | 126 490 | 204 972 CHF | 206 237 CHF | 100,00% | 100,00% |
12/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 130 000 | 130 000 | 122 199 | 122 199 | 201 319 CHF | 202 541 CHF | 99,90% | 99,90% |
11/11/2024 | 0,58% | 1,69 CHF | 1,70 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 205 875 CHF | 207 075 CHF | 100,00% | 100,00% |
08/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 200 014 CHF | 201 214 CHF | 98,95% | 98,95% |
07/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 130 000 | 130 000 | 123 476 | 123 476 | 203 317 CHF | 204 552 CHF | 100,00% | 100,00% |