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 | 3,95% | 1,42 CHF | 1,45 CHF | 200 000 | 200 000 | 74 752 | 74 752 | 102 221 CHF | 105 403 CHF | 99,65% | 99,65% |
19/11/2024 | 3,86% | 1,38 CHF | 1,41 CHF | 200 000 | 200 000 | 74 753 | 74 753 | 102 535 CHF | 105 717 CHF | 99,65% | 99,65% |
18/11/2024 | 6,10% | 1,30 CHF | 1,35 CHF | 200 000 | 200 000 | 74 828 | 74 828 | 102 375 CHF | 107 681 CHF | 99,45% | 99,45% |
15/11/2024 | 6,11% | 1,51 CHF | 1,56 CHF | 200 000 | 200 000 | 74 755 | 74 755 | 108 803 CHF | 114 106 CHF | 99,65% | 99,65% |
14/11/2024 | 4,00% | 1,37 CHF | 1,40 CHF | 200 000 | 200 000 | 74 715 | 74 715 | 99 011 CHF | 102 192 CHF | 99,61% | 99,61% |
13/11/2024 | 4,28% | 1,28 CHF | 1,31 CHF | 300 000 | 300 000 | 113 398 | 113 398 | 139 715 CHF | 144 516 CHF | 97,27% | 97,27% |
12/11/2024 | 4,63% | 1,20 CHF | 1,23 CHF | 300 000 | 300 000 | 112 337 | 112 337 | 128 562 CHF | 133 339 CHF | 99,25% | 99,25% |
11/11/2024 | 4,84% | 1,11 CHF | 1,14 CHF | 300 000 | 300 000 | 112 126 | 112 126 | 122 958 CHF | 127 731 CHF | 99,64% | 99,64% |
08/11/2024 | 5,17% | 1,03 CHF | 1,06 CHF | 300 000 | 300 000 | 112 125 | 112 125 | 114 032 CHF | 118 805 CHF | 99,64% | 99,64% |
07/11/2024 | 4,69% | 1,07 CHF | 1,10 CHF | 300 000 | 300 000 | 112 124 | 112 124 | 122 040 CHF | 126 813 CHF | 99,64% | 99,64% |