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 | 1,20% | 1,66 CHF | 1,68 CHF | 96 000 | 96 000 | 96 275 | 96 275 | 159 871 CHF | 161 796 CHF | 100,00% | 100,00% |
19/11/2024 | 1,14% | 1,70 CHF | 1,72 CHF | 97 000 | 97 000 | 97 924 | 97 924 | 170 411 CHF | 172 369 CHF | 99,87% | 99,87% |
18/11/2024 | 1,15% | 1,74 CHF | 1,76 CHF | 98 000 | 98 000 | 97 904 | 97 904 | 170 105 CHF | 172 063 CHF | 100,00% | 100,00% |
15/11/2024 | 1,29% | 1,72 CHF | 1,74 CHF | 97 000 | 97 000 | 94 153 | 94 153 | 145 009 CHF | 146 892 CHF | 100,00% | 100,00% |
14/11/2024 | 1,55% | 1,27 CHF | 1,29 CHF | 90 000 | 90 000 | 89 816 | 89 816 | 115 338 CHF | 117 135 CHF | 100,00% | 100,00% |
13/11/2024 | 1,50% | 1,28 CHF | 1,30 CHF | 90 000 | 90 000 | 90 469 | 90 469 | 119 818 CHF | 121 627 CHF | 100,00% | 100,00% |
12/11/2024 | 1,57% | 1,25 CHF | 1,27 CHF | 89 000 | 89 000 | 89 469 | 89 469 | 113 010 CHF | 114 800 CHF | 99,89% | 99,89% |
11/11/2024 | 1,53% | 1,31 CHF | 1,33 CHF | 90 000 | 90 000 | 90 078 | 90 078 | 116 837 CHF | 118 639 CHF | 100,00% | 100,00% |
08/11/2024 | 1,44% | 1,36 CHF | 1,38 CHF | 91 000 | 91 000 | 91 382 | 91 382 | 126 356 CHF | 128 184 CHF | 98,93% | 98,93% |
07/11/2024 | 1,40% | 1,38 CHF | 1,40 CHF | 91 000 | 91 000 | 91 897 | 91 897 | 130 320 CHF | 132 158 CHF | 100,00% | 100,00% |