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 | 0,91% | 1,05 CHF | 1,06 CHF | 200 000 | 100 000 | 198 114 | 99 162 | 218 338 CHF | 110 280 CHF | 100,00% | 100,00% |
19/11/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 200 000 | 100 000 | 198 117 | 99 163 | 205 909 CHF | 104 056 CHF | 100,00% | 100,00% |
18/11/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 200 000 | 100 000 | 198 122 | 99 165 | 225 020 CHF | 113 619 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 200 000 | 100 000 | 200 000 | 100 000 | 234 140 CHF | 118 070 CHF | 84,68% | 84,68% |
14/11/2024 | 0,86% | 1,19 CHF | 1,20 CHF | 200 000 | 100 000 | 198 128 | 99 168 | 232 342 CHF | 117 289 CHF | 100,00% | 100,00% |
13/11/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 200 000 | 100 000 | 198 106 | 99 158 | 212 385 CHF | 107 296 CHF | 98,85% | 98,85% |
12/11/2024 | 0,84% | 1,08 CHF | 1,09 CHF | 200 000 | 100 000 | 198 128 | 99 168 | 237 065 CHF | 119 650 CHF | 100,00% | 100,00% |
11/11/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 200 000 | 100 000 | 198 128 | 99 168 | 261 893 CHF | 132 080 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 200 000 | 100 000 | 198 120 | 99 165 | 239 850 CHF | 121 045 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 1,30 CHF | 1,31 CHF | 200 000 | 100 000 | 198 117 | 99 163 | 249 456 CHF | 125 854 CHF | 100,00% | 100,00% |