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 | 0,71% | 1,37 CHF | 1,38 CHF | 130 000 | 130 000 | 121 130 | 121 130 | 170 465 CHF | 171 676 CHF | 100,00% | 100,00% |
19/11/2024 | 0,74% | 1,37 CHF | 1,38 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 174 437 CHF | 175 737 CHF | 99,88% | 99,88% |
18/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 130 000 | 130 000 | 128 133 | 128 133 | 175 892 CHF | 177 173 CHF | 100,00% | 100,00% |
15/11/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 120 000 | 120 000 | 122 594 | 122 594 | 172 219 CHF | 173 445 CHF | 100,00% | 100,00% |
14/11/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 130 000 | 130 000 | 129 010 | 129 010 | 178 365 CHF | 179 655 CHF | 100,00% | 100,00% |
13/11/2024 | 0,73% | 1,42 CHF | 1,43 CHF | 120 000 | 120 000 | 126 489 | 126 489 | 173 714 CHF | 174 979 CHF | 100,00% | 100,00% |
12/11/2024 | 0,71% | 1,38 CHF | 1,39 CHF | 130 000 | 130 000 | 122 199 | 122 199 | 171 129 CHF | 172 351 CHF | 99,90% | 99,90% |
11/11/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 176 045 CHF | 177 245 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 170 315 CHF | 171 515 CHF | 98,91% | 98,91% |
07/11/2024 | 0,71% | 1,38 CHF | 1,39 CHF | 130 000 | 130 000 | 123 478 | 123 478 | 172 821 CHF | 174 056 CHF | 100,00% | 100,00% |