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 | 0,75% | 1,28 CHF | 1,29 CHF | 130 000 | 130 000 | 121 130 | 121 130 | 159 904 CHF | 161 115 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 163 036 CHF | 164 336 CHF | 99,84% | 99,84% |
18/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 130 000 | 130 000 | 128 133 | 128 133 | 164 623 CHF | 165 904 CHF | 100,00% | 100,00% |
15/11/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 120 000 | 120 000 | 122 590 | 122 590 | 161 554 CHF | 162 780 CHF | 100,00% | 100,00% |
14/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 130 000 | 130 000 | 129 010 | 129 010 | 167 039 CHF | 168 329 CHF | 100,00% | 100,00% |
13/11/2024 | 0,77% | 1,33 CHF | 1,34 CHF | 120 000 | 120 000 | 126 490 | 126 490 | 162 624 CHF | 163 889 CHF | 100,00% | 100,00% |
12/11/2024 | 0,76% | 1,29 CHF | 1,30 CHF | 130 000 | 130 000 | 122 198 | 122 198 | 160 459 CHF | 161 681 CHF | 99,86% | 99,86% |
11/11/2024 | 0,72% | 1,36 CHF | 1,37 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 165 535 CHF | 166 735 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 159 888 CHF | 161 088 CHF | 98,91% | 98,91% |
07/11/2024 | 0,76% | 1,29 CHF | 1,30 CHF | 130 000 | 130 000 | 123 478 | 123 478 | 162 071 CHF | 163 305 CHF | 100,00% | 100,00% |