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 | 1,21% | 1,28 CHF | 1,29 CHF | 194 000 | 194 000 | 86 915 | 86 915 | 110 709 CHF | 111 837 CHF | 99,90% | 99,90% |
19/11/2024 | 1,20% | 1,28 CHF | 1,29 CHF | 196 000 | 196 000 | 86 986 | 86 986 | 111 883 CHF | 113 012 CHF | 100,00% | 100,00% |
18/11/2024 | 1,14% | 1,34 CHF | 1,35 CHF | 192 000 | 192 000 | 85 338 | 85 338 | 114 921 CHF | 116 029 CHF | 99,90% | 99,90% |
15/11/2024 | 1,32% | 1,32 CHF | 1,33 CHF | 192 000 | 192 000 | 72 265 | 72 265 | 100 061 CHF | 101 119 CHF | 97,09% | 97,09% |
14/11/2024 | 1,07% | 1,44 CHF | 1,45 CHF | 186 000 | 186 000 | 82 717 | 82 717 | 119 575 CHF | 120 651 CHF | 100,00% | 100,00% |
13/11/2024 | 1,01% | 1,48 CHF | 1,49 CHF | 186 000 | 186 000 | 81 315 | 81 315 | 122 807 CHF | 123 853 CHF | 100,00% | 100,00% |
12/11/2024 | 1,02% | 1,48 CHF | 1,49 CHF | 186 000 | 186 000 | 82 121 | 82 121 | 124 526 CHF | 125 590 CHF | 100,00% | 100,00% |
11/11/2024 | 1,08% | 1,64 CHF | 1,65 CHF | 178 000 | 178 000 | 75 303 | 75 303 | 125 992 CHF | 127 002 CHF | 99,90% | 99,90% |
08/11/2024 | 0,96% | 1,58 CHF | 1,59 CHF | 182 000 | 182 000 | 79 272 | 79 272 | 130 172 CHF | 131 201 CHF | 99,20% | 99,20% |
07/11/2024 | 0,86% | 1,82 CHF | 1,83 CHF | 172 000 | 172 000 | 77 382 | 77 382 | 139 828 CHF | 140 835 CHF | 100,00% | 100,00% |