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 | 0,57% | 1,72 CHF | 1,73 CHF | 130 000 | 130 000 | 121 130 | 121 130 | 213 466 CHF | 214 677 CHF | 100,00% | 100,00% |
19/11/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 220 364 CHF | 221 664 CHF | 99,91% | 99,91% |
18/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 130 000 | 130 000 | 128 133 | 128 133 | 221 234 CHF | 222 516 CHF | 100,00% | 100,00% |
15/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 120 000 | 120 000 | 122 590 | 122 590 | 215 641 CHF | 216 867 CHF | 100,00% | 100,00% |
14/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 130 000 | 130 000 | 129 010 | 129 010 | 224 053 CHF | 225 343 CHF | 100,00% | 100,00% |
13/11/2024 | 0,58% | 1,77 CHF | 1,78 CHF | 120 000 | 120 000 | 126 491 | 126 491 | 218 377 CHF | 219 642 CHF | 100,00% | 100,00% |
12/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 130 000 | 130 000 | 122 199 | 122 199 | 214 369 CHF | 215 591 CHF | 99,93% | 99,93% |
11/11/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 218 739 CHF | 219 939 CHF | 100,00% | 100,00% |
08/11/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 212 854 CHF | 214 054 CHF | 98,98% | 98,98% |
07/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 130 000 | 130 000 | 123 476 | 123 476 | 216 528 CHF | 217 763 CHF | 100,00% | 100,00% |