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 | 0,97% | 1,59 CHF | 1,60 CHF | 390 000 | 390 000 | 173 978 | 173 978 | 276 109 CHF | 278 369 CHF | 99,89% | 99,89% |
19/11/2024 | 1,01% | 1,59 CHF | 1,60 CHF | 390 000 | 390 000 | 160 713 | 160 713 | 257 365 CHF | 259 498 CHF | 99,97% | 99,97% |
18/11/2024 | 0,68% | 1,63 CHF | 1,64 CHF | 400 000 | 400 000 | 179 148 | 179 148 | 293 990 CHF | 295 882 CHF | 99,89% | 99,89% |
15/11/2024 | 0,61% | 1,66 CHF | 1,67 CHF | 410 000 | 410 000 | 182 278 | 182 278 | 302 484 CHF | 304 310 CHF | 99,85% | 99,85% |
14/11/2024 | 0,88% | 1,64 CHF | 1,65 CHF | 400 000 | 400 000 | 137 673 | 137 673 | 225 714 CHF | 227 280 CHF | 100,00% | 100,00% |
13/11/2024 | 0,97% | 1,61 CHF | 1,62 CHF | 400 000 | 400 000 | 175 659 | 175 659 | 280 425 CHF | 282 701 CHF | 100,00% | 100,00% |
12/11/2024 | 0,99% | 1,59 CHF | 1,60 CHF | 390 000 | 390 000 | 171 623 | 171 623 | 268 733 CHF | 270 953 CHF | 99,87% | 99,87% |
11/11/2024 | 1,02% | 1,54 CHF | 1,55 CHF | 380 000 | 380 000 | 167 350 | 167 350 | 255 988 CHF | 258 156 CHF | 99,61% | 99,61% |
08/11/2024 | 1,02% | 1,52 CHF | 1,53 CHF | 380 000 | 380 000 | 169 415 | 169 415 | 257 469 CHF | 259 666 CHF | 99,95% | 99,95% |
07/11/2024 | 1,00% | 1,52 CHF | 1,53 CHF | 380 000 | 380 000 | 170 349 | 170 349 | 261 760 CHF | 263 969 CHF | 100,00% | 100,00% |