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 | 0,59% | 1,65 CHF | 1,66 CHF | 130 000 | 130 000 | 121 130 | 121 130 | 204 513 CHF | 205 725 CHF | 100,00% | 100,00% |
19/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 210 894 CHF | 212 194 CHF | 99,86% | 99,86% |
18/11/2024 | 0,60% | 1,64 CHF | 1,65 CHF | 130 000 | 130 000 | 128 133 | 128 133 | 211 870 CHF | 213 151 CHF | 100,00% | 100,00% |
15/11/2024 | 0,59% | 1,67 CHF | 1,68 CHF | 120 000 | 120 000 | 122 594 | 122 594 | 206 695 CHF | 207 921 CHF | 100,00% | 100,00% |
14/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 130 000 | 130 000 | 129 010 | 129 010 | 214 595 CHF | 215 885 CHF | 100,00% | 100,00% |
13/11/2024 | 0,60% | 1,70 CHF | 1,71 CHF | 120 000 | 120 000 | 126 494 | 126 494 | 209 123 CHF | 210 388 CHF | 100,00% | 100,00% |
12/11/2024 | 0,59% | 1,66 CHF | 1,67 CHF | 130 000 | 130 000 | 122 197 | 122 197 | 205 466 CHF | 206 688 CHF | 99,88% | 99,88% |
11/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 209 753 CHF | 210 953 CHF | 100,00% | 100,00% |
08/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 203 950 CHF | 205 150 CHF | 98,92% | 98,92% |
07/11/2024 | 0,59% | 1,66 CHF | 1,67 CHF | 130 000 | 130 000 | 123 479 | 123 479 | 207 543 CHF | 208 778 CHF | 100,00% | 100,00% |