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 | 0,56% | 1,75 CHF | 1,76 CHF | 130 000 | 130 000 | 121 130 | 121 130 | 217 200 CHF | 218 411 CHF | 100,00% | 100,00% |
19/11/2024 | 0,58% | 1,75 CHF | 1,76 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 224 463 CHF | 225 763 CHF | 99,88% | 99,88% |
18/11/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 130 000 | 130 000 | 128 133 | 128 133 | 225 304 CHF | 226 585 CHF | 100,00% | 100,00% |
15/11/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 120 000 | 120 000 | 122 593 | 122 593 | 219 530 CHF | 220 756 CHF | 100,00% | 100,00% |
14/11/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 130 000 | 130 000 | 129 008 | 129 008 | 228 108 CHF | 229 398 CHF | 100,00% | 100,00% |
13/11/2024 | 0,57% | 1,81 CHF | 1,82 CHF | 120 000 | 120 000 | 126 490 | 126 490 | 222 349 CHF | 223 614 CHF | 100,00% | 100,00% |
12/11/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 130 000 | 130 000 | 122 199 | 122 199 | 218 255 CHF | 219 477 CHF | 99,90% | 99,90% |
11/11/2024 | 0,54% | 1,83 CHF | 1,84 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 222 378 CHF | 223 578 CHF | 100,00% | 100,00% |
08/11/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 216 518 CHF | 217 718 CHF | 98,93% | 98,93% |
07/11/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 130 000 | 130 000 | 123 475 | 123 475 | 220 347 CHF | 221 582 CHF | 100,00% | 100,00% |