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 | 0,99% | 1,56 CHF | 1,57 CHF | 390 000 | 390 000 | 173 970 | 173 970 | 271 249 CHF | 273 508 CHF | 99,89% | 99,89% |
19/11/2024 | 1,02% | 1,56 CHF | 1,57 CHF | 390 000 | 390 000 | 160 712 | 160 712 | 253 216 CHF | 255 349 CHF | 100,00% | 100,00% |
18/11/2024 | 0,69% | 1,60 CHF | 1,61 CHF | 400 000 | 400 000 | 179 141 | 179 141 | 289 132 CHF | 291 024 CHF | 99,89% | 99,89% |
15/11/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 410 000 | 410 000 | 182 374 | 182 374 | 297 646 CHF | 299 473 CHF | 99,89% | 99,89% |
14/11/2024 | 0,90% | 1,62 CHF | 1,63 CHF | 400 000 | 400 000 | 137 673 | 137 673 | 221 804 CHF | 223 370 CHF | 100,00% | 100,00% |
13/11/2024 | 0,99% | 1,58 CHF | 1,59 CHF | 400 000 | 400 000 | 175 660 | 175 660 | 275 829 CHF | 278 104 CHF | 100,00% | 100,00% |
12/11/2024 | 1,01% | 1,57 CHF | 1,58 CHF | 390 000 | 390 000 | 171 626 | 171 626 | 264 344 CHF | 266 564 CHF | 99,86% | 99,86% |
11/11/2024 | 1,03% | 1,52 CHF | 1,53 CHF | 380 000 | 380 000 | 167 349 | 167 349 | 251 339 CHF | 253 507 CHF | 99,58% | 99,58% |
08/11/2024 | 1,03% | 1,50 CHF | 1,51 CHF | 380 000 | 380 000 | 170 104 | 170 104 | 254 461 CHF | 256 661 CHF | 99,22% | 99,22% |
07/11/2024 | 1,02% | 1,50 CHF | 1,51 CHF | 380 000 | 380 000 | 170 349 | 170 349 | 257 194 CHF | 259 402 CHF | 100,00% | 100,00% |