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 | 0,53% | 1,85 CHF | 1,86 CHF | 130 000 | 130 000 | 121 130 | 121 130 | 229 470 CHF | 230 681 CHF | 100,00% | 100,00% |
19/11/2024 | 0,55% | 1,86 CHF | 1,87 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 237 707 CHF | 239 007 CHF | 99,83% | 99,83% |
18/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 130 000 | 130 000 | 128 133 | 128 133 | 238 267 CHF | 239 549 CHF | 100,00% | 100,00% |
15/11/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 120 000 | 120 000 | 122 595 | 122 595 | 231 892 CHF | 233 118 CHF | 100,00% | 100,00% |
14/11/2024 | 0,53% | 1,86 CHF | 1,87 CHF | 130 000 | 130 000 | 129 005 | 129 005 | 241 161 CHF | 242 451 CHF | 100,00% | 100,00% |
13/11/2024 | 0,54% | 1,91 CHF | 1,92 CHF | 120 000 | 120 000 | 126 489 | 126 489 | 235 350 CHF | 236 615 CHF | 100,00% | 100,00% |
12/11/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 130 000 | 130 000 | 122 200 | 122 200 | 230 623 CHF | 231 845 CHF | 99,86% | 99,86% |
11/11/2024 | 0,51% | 1,93 CHF | 1,94 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 234 482 CHF | 235 682 CHF | 100,00% | 100,00% |
08/11/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 228 613 CHF | 229 813 CHF | 98,88% | 98,88% |
07/11/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 130 000 | 130 000 | 123 478 | 123 478 | 232 930 CHF | 234 165 CHF | 100,00% | 100,00% |