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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1,19% | 1,31 CHF | 1,32 CHF | 200 000 | 200 000 | 89 102 | 89 102 | 116 296 CHF | 117 452 CHF | 100,00% | 100,00% |
22/11/2024 | 1,23% | 1,25 CHF | 1,26 CHF | 200 000 | 200 000 | 89 200 | 89 200 | 112 244 CHF | 113 400 CHF | 100,00% | 100,00% |
20/11/2024 | 1,09% | 1,43 CHF | 1,44 CHF | 194 000 | 194 000 | 86 916 | 86 916 | 123 276 CHF | 124 405 CHF | 99,90% | 99,90% |
19/11/2024 | 1,08% | 1,42 CHF | 1,43 CHF | 196 000 | 196 000 | 86 984 | 86 984 | 124 439 CHF | 125 568 CHF | 100,00% | 100,00% |
18/11/2024 | 1,03% | 1,48 CHF | 1,49 CHF | 192 000 | 192 000 | 85 338 | 85 338 | 127 218 CHF | 128 326 CHF | 99,90% | 99,90% |
15/11/2024 | 1,19% | 1,46 CHF | 1,47 CHF | 192 000 | 192 000 | 72 944 | 72 944 | 111 613 CHF | 112 675 CHF | 98,39% | 98,39% |
14/11/2024 | 0,97% | 1,59 CHF | 1,60 CHF | 186 000 | 186 000 | 82 723 | 82 723 | 131 557 CHF | 132 633 CHF | 100,00% | 100,00% |
13/11/2024 | 0,92% | 1,62 CHF | 1,63 CHF | 186 000 | 186 000 | 81 312 | 81 312 | 134 589 CHF | 135 635 CHF | 100,00% | 100,00% |
12/11/2024 | 0,93% | 1,63 CHF | 1,64 CHF | 186 000 | 186 000 | 82 118 | 82 118 | 136 408 CHF | 137 472 CHF | 100,00% | 100,00% |
11/11/2024 | 1,00% | 1,78 CHF | 1,79 CHF | 178 000 | 178 000 | 75 297 | 75 297 | 136 843 CHF | 137 853 CHF | 99,90% | 99,90% |