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% | 1,03 CHF | 1,04 CHF | 310 000 | 310 000 | 137 343 | 137 343 | 140 321 CHF | 141 697 CHF | 99,89% | 99,89% |
19/11/2024 | 1,01% | 1,01 CHF | 1,02 CHF | 305 000 | 305 000 | 132 789 | 132 789 | 133 440 CHF | 134 770 CHF | 100,00% | 100,00% |
18/11/2024 | 1,04% | 1,01 CHF | 1,02 CHF | 305 000 | 305 000 | 133 009 | 133 009 | 131 227 CHF | 132 560 CHF | 99,89% | 99,89% |
15/11/2024 | 1,04% | 0,97 CHF | 0,98 CHF | 295 000 | 295 000 | 116 867 | 116 867 | 113 725 CHF | 114 896 CHF | 99,45% | 99,45% |
14/11/2024 | 1,04% | 0,97 CHF | 0,98 CHF | 295 000 | 295 000 | 131 680 | 131 680 | 128 120 CHF | 129 439 CHF | 100,00% | 100,00% |
13/11/2024 | 1,06% | 0,97 CHF | 0,98 CHF | 295 000 | 295 000 | 131 710 | 131 710 | 126 756 CHF | 128 076 CHF | 100,00% | 100,00% |
12/11/2024 | 1,05% | 0,97 CHF | 0,98 CHF | 295 000 | 295 000 | 131 910 | 131 910 | 127 415 CHF | 128 736 CHF | 99,85% | 99,85% |
11/11/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 295 000 | 295 000 | 132 670 | 132 670 | 127 940 CHF | 129 269 CHF | 99,59% | 99,59% |
08/11/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 300 000 | 300 000 | 135 365 | 135 365 | 130 980 CHF | 132 336 CHF | 99,23% | 99,23% |
07/11/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 300 000 | 300 000 | 130 874 | 130 874 | 126 347 CHF | 127 658 CHF | 99,90% | 99,90% |