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 | 0,85% | 1,13 CHF | 1,14 CHF | 130 000 | 130 000 | 121 130 | 121 130 | 141 149 CHF | 142 361 CHF | 100,00% | 100,00% |
19/11/2024 | 0,90% | 1,13 CHF | 1,14 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 143 082 CHF | 144 382 CHF | 99,89% | 99,89% |
18/11/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 130 000 | 130 000 | 128 133 | 128 133 | 144 893 CHF | 146 174 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 120 000 | 120 000 | 122 594 | 122 594 | 142 624 CHF | 143 850 CHF | 100,00% | 100,00% |
14/11/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 130 000 | 130 000 | 129 010 | 129 010 | 147 260 CHF | 148 551 CHF | 100,00% | 100,00% |
13/11/2024 | 0,88% | 1,18 CHF | 1,19 CHF | 120 000 | 120 000 | 126 489 | 126 489 | 143 132 CHF | 144 397 CHF | 100,00% | 100,00% |
12/11/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 130 000 | 130 000 | 122 199 | 122 199 | 141 680 CHF | 142 902 CHF | 99,93% | 99,93% |
11/11/2024 | 0,81% | 1,20 CHF | 1,21 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 147 004 CHF | 148 204 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 141 388 CHF | 142 588 CHF | 98,94% | 98,94% |
07/11/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 130 000 | 130 000 | 123 476 | 123 476 | 143 062 CHF | 144 297 CHF | 100,00% | 100,00% |