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% | 1,52 CHF | 1,53 CHF | 130 000 | 130 000 | 121 130 | 121 130 | 189 179 CHF | 190 391 CHF | 100,00% | 100,00% |
19/11/2024 | 0,67% | 1,52 CHF | 1,53 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 194 477 CHF | 195 777 CHF | 99,88% | 99,88% |
18/11/2024 | 0,65% | 1,51 CHF | 1,52 CHF | 130 000 | 130 000 | 128 133 | 128 133 | 195 736 CHF | 197 018 CHF | 100,00% | 100,00% |
15/11/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 120 000 | 120 000 | 122 595 | 122 595 | 191 206 CHF | 192 432 CHF | 100,00% | 100,00% |
14/11/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 130 000 | 130 000 | 129 005 | 129 005 | 198 267 CHF | 199 557 CHF | 100,00% | 100,00% |
13/11/2024 | 0,65% | 1,57 CHF | 1,58 CHF | 120 000 | 120 000 | 126 490 | 126 490 | 193 285 CHF | 194 550 CHF | 100,00% | 100,00% |
12/11/2024 | 0,64% | 1,53 CHF | 1,54 CHF | 130 000 | 130 000 | 122 199 | 122 199 | 190 018 CHF | 191 240 CHF | 99,90% | 99,90% |
11/11/2024 | 0,61% | 1,60 CHF | 1,61 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 194 594 CHF | 195 794 CHF | 100,00% | 100,00% |
08/11/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 188 900 CHF | 190 100 CHF | 98,93% | 98,93% |
07/11/2024 | 0,64% | 1,53 CHF | 1,54 CHF | 130 000 | 130 000 | 123 478 | 123 478 | 191 937 CHF | 193 172 CHF | 100,00% | 100,00% |