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 | 0,73% | 1,33 CHF | 1,34 CHF | 130 000 | 130 000 | 121 130 | 121 130 | 165 832 CHF | 167 044 CHF | 100,00% | 100,00% |
19/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 169 411 CHF | 170 711 CHF | 99,91% | 99,91% |
18/11/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 130 000 | 130 000 | 128 133 | 128 133 | 170 878 CHF | 172 159 CHF | 100,00% | 100,00% |
15/11/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 120 000 | 120 000 | 122 593 | 122 593 | 167 570 CHF | 168 796 CHF | 100,00% | 100,00% |
14/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 130 000 | 130 000 | 129 008 | 129 008 | 173 417 CHF | 174 707 CHF | 100,00% | 100,00% |
13/11/2024 | 0,75% | 1,38 CHF | 1,39 CHF | 120 000 | 120 000 | 126 493 | 126 493 | 168 771 CHF | 170 036 CHF | 100,00% | 100,00% |
12/11/2024 | 0,73% | 1,34 CHF | 1,35 CHF | 130 000 | 130 000 | 122 198 | 122 198 | 166 457 CHF | 167 679 CHF | 99,93% | 99,93% |
11/11/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 171 369 CHF | 172 569 CHF | 100,00% | 100,00% |
08/11/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 165 606 CHF | 166 806 CHF | 98,97% | 98,97% |
07/11/2024 | 0,73% | 1,34 CHF | 1,35 CHF | 130 000 | 130 000 | 123 479 | 123 479 | 168 139 CHF | 169 374 CHF | 100,00% | 100,00% |