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 | 1,00% | 1,07 CHF | 1,08 CHF | 165 000 | 165 000 | 72 211 | 72 211 | 74 022 CHF | 74 746 CHF | 99,57% | 99,57% |
19/11/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 160 000 | 160 000 | 71 489 | 71 489 | 74 468 CHF | 75 196 CHF | 99,20% | 99,20% |
18/11/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 170 000 | 170 000 | 75 917 | 75 917 | 85 403 CHF | 86 164 CHF | 99,90% | 99,90% |
15/11/2024 | 0,91% | 1,16 CHF | 1,17 CHF | 170 000 | 170 000 | 69 356 | 69 356 | 79 260 CHF | 79 955 CHF | 91,93% | 91,93% |
14/11/2024 | 1,15% | 0,88 CHF | 0,89 CHF | 150 000 | 150 000 | 66 105 | 66 105 | 59 108 CHF | 59 777 CHF | 99,72% | 99,72% |
13/11/2024 | 1,02% | 0,92 CHF | 0,93 CHF | 150 000 | 150 000 | 70 323 | 70 323 | 68 530 CHF | 69 235 CHF | 99,93% | 99,93% |
12/11/2024 | 1,04% | 0,99 CHF | 1,00 CHF | 160 000 | 160 000 | 70 290 | 70 290 | 68 878 CHF | 69 583 CHF | 99,91% | 99,91% |
11/11/2024 | 1,32% | 0,96 CHF | 0,97 CHF | 155 000 | 155 000 | 63 860 | 63 860 | 60 317 CHF | 61 013 CHF | 99,90% | 99,90% |
08/11/2024 | 1,12% | 0,87 CHF | 0,88 CHF | 150 000 | 150 000 | 69 257 | 69 257 | 61 898 CHF | 62 591 CHF | 97,39% | 97,39% |
07/11/2024 | 1,03% | 0,98 CHF | 0,99 CHF | 160 000 | 160 000 | 71 185 | 71 185 | 69 756 CHF | 70 469 CHF | 100,00% | 100,00% |