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 | 0,91% | 1,05 CHF | 1,06 CHF | 140 000 | 140 000 | 131 128 | 131 128 | 143 289 CHF | 144 601 CHF | 100,00% | 100,00% |
19/11/2024 | 0,96% | 1,06 CHF | 1,07 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 144 960 CHF | 146 360 CHF | 99,84% | 99,84% |
18/11/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 140 000 | 140 000 | 138 129 | 138 129 | 145 826 CHF | 147 207 CHF | 100,00% | 100,00% |
15/11/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 130 000 | 130 000 | 132 581 | 132 581 | 143 409 CHF | 144 735 CHF | 100,00% | 100,00% |
14/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 140 000 | 140 000 | 139 021 | 139 021 | 147 707 CHF | 149 098 CHF | 100,00% | 100,00% |
13/11/2024 | 0,94% | 1,10 CHF | 1,11 CHF | 130 000 | 130 000 | 136 482 | 136 482 | 144 122 CHF | 145 486 CHF | 100,00% | 100,00% |
12/11/2024 | 0,92% | 1,06 CHF | 1,07 CHF | 140 000 | 140 000 | 132 214 | 132 214 | 143 259 CHF | 144 581 CHF | 99,85% | 99,85% |
11/11/2024 | 0,86% | 1,13 CHF | 1,14 CHF | 130 000 | 130 000 | 129 997 | 129 997 | 149 771 CHF | 151 071 CHF | 100,00% | 100,00% |
08/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 143 680 CHF | 144 980 CHF | 98,58% | 98,58% |
07/11/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 140 000 | 140 000 | 133 468 | 133 468 | 144 658 CHF | 145 993 CHF | 100,00% | 100,00% |