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 | 0,86% | 1,17 CHF | 1,18 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 144 894 CHF | 146 144 CHF | 100,00% | 100,00% |
19/11/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 146 297 CHF | 147 547 CHF | 100,00% | 100,00% |
18/11/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 174 320 CHF | 175 820 CHF | 100,00% | 100,00% |
15/11/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 169 020 CHF | 170 520 CHF | 100,00% | 100,00% |
14/11/2024 | 0,90% | 1,07 CHF | 1,08 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 165 110 CHF | 166 610 CHF | 100,00% | 100,00% |
13/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 168 284 CHF | 169 784 CHF | 100,00% | 100,00% |
12/11/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 162 825 CHF | 164 325 CHF | 100,00% | 100,00% |
11/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 158 574 CHF | 160 074 CHF | 100,00% | 100,00% |
08/11/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 159 471 CHF | 160 971 CHF | 100,00% | 100,00% |
07/11/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 156 946 CHF | 158 446 CHF | 100,00% | 100,00% |