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 | 0,64% | 1,51 CHF | 1,52 CHF | 130 000 | 130 000 | 121 130 | 121 130 | 187 827 CHF | 189 039 CHF | 100,00% | 100,00% |
19/11/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 192 826 CHF | 194 126 CHF | 99,89% | 99,89% |
18/11/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 130 000 | 130 000 | 128 133 | 128 133 | 194 063 CHF | 195 344 CHF | 100,00% | 100,00% |
15/11/2024 | 0,64% | 1,53 CHF | 1,54 CHF | 120 000 | 120 000 | 122 591 | 122 591 | 189 672 CHF | 190 898 CHF | 100,00% | 100,00% |
14/11/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 130 000 | 130 000 | 129 010 | 129 010 | 196 699 CHF | 197 989 CHF | 100,00% | 100,00% |
13/11/2024 | 0,66% | 1,56 CHF | 1,57 CHF | 120 000 | 120 000 | 126 491 | 126 491 | 191 609 CHF | 192 874 CHF | 100,00% | 100,00% |
12/11/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 130 000 | 130 000 | 122 198 | 122 198 | 188 605 CHF | 189 827 CHF | 99,93% | 99,93% |
11/11/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 193 353 CHF | 194 553 CHF | 100,00% | 100,00% |
08/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 187 452 CHF | 188 652 CHF | 98,94% | 98,94% |
07/11/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 130 000 | 130 000 | 123 476 | 123 476 | 190 502 CHF | 191 737 CHF | 100,00% | 100,00% |