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 | 2,08% | 1,19 CHF | 1,21 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 128 856 CHF | 131 574 CHF | 91,87% | 91,87% |
19/11/2024 | 0,90% | 1,19 CHF | 1,20 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 237 459 CHF | 239 633 CHF | 96,92% | 96,92% |
18/11/2024 | 1,17% | 1,38 CHF | 1,40 CHF | 200 000 | 200 000 | 179 044 | 179 044 | 239 855 CHF | 242 374 CHF | 93,04% | 93,04% |
15/11/2024 | 1,30% | 1,35 CHF | 1,36 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 289 396 CHF | 293 201 CHF | 98,97% | 98,97% |
14/11/2024 | 1,27% | 1,69 CHF | 1,71 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 313 241 CHF | 317 241 CHF | 98,36% | 98,36% |
13/11/2024 | 1,42% | 1,50 CHF | 1,52 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 293 941 CHF | 298 145 CHF | 97,16% | 97,16% |
12/11/2024 | 1,18% | 1,51 CHF | 1,53 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 336 395 CHF | 340 395 CHF | 98,69% | 98,69% |
11/11/2024 | 1,03% | 1,92 CHF | 1,94 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 387 379 CHF | 391 379 CHF | 99,27% | 99,27% |
08/11/2024 | 1,12% | 1,72 CHF | 1,74 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 353 970 CHF | 357 970 CHF | 96,11% | 96,11% |
07/11/2024 | 1,04% | 1,97 CHF | 1,99 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 402 537 CHF | 406 720 CHF | 92,19% | 92,19% |