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 | 0,94% | 1,02 CHF | 1,03 CHF | 130 000 | 130 000 | 121 130 | 121 130 | 127 998 CHF | 129 209 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 1,02 CHF | 1,03 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 128 805 CHF | 130 105 CHF | 99,87% | 99,87% |
18/11/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 130 000 | 130 000 | 128 133 | 128 133 | 130 870 CHF | 132 152 CHF | 100,00% | 100,00% |
15/11/2024 | 0,94% | 1,04 CHF | 1,05 CHF | 120 000 | 120 000 | 122 593 | 122 593 | 129 349 CHF | 130 575 CHF | 100,00% | 100,00% |
14/11/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 130 000 | 130 000 | 129 010 | 129 010 | 133 209 CHF | 134 499 CHF | 100,00% | 100,00% |
13/11/2024 | 0,97% | 1,07 CHF | 1,08 CHF | 120 000 | 120 000 | 126 489 | 126 489 | 129 288 CHF | 130 553 CHF | 100,00% | 100,00% |
12/11/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 130 000 | 130 000 | 122 199 | 122 199 | 128 398 CHF | 129 620 CHF | 99,90% | 99,90% |
11/11/2024 | 0,89% | 1,10 CHF | 1,11 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 134 115 CHF | 135 315 CHF | 100,00% | 100,00% |
08/11/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 128 368 CHF | 129 568 CHF | 98,90% | 98,90% |
07/11/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 130 000 | 130 000 | 123 479 | 123 479 | 129 626 CHF | 130 861 CHF | 100,00% | 100,00% |