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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,57% | 1,78 CHF | 1,79 CHF | 210 000 | 210 000 | 93 417 | 93 417 | 167 878 CHF | 168 817 CHF | 89,81% | 89,81% |
20/11/2024 | 0,57% | 1,78 CHF | 1,79 CHF | 210 000 | 210 000 | 97 528 | 97 528 | 174 450 CHF | 175 427 CHF | 99,90% | 99,90% |
19/11/2024 | 0,75% | 1,74 CHF | 1,75 CHF | 210 000 | 210 000 | 88 452 | 88 452 | 151 805 CHF | 152 841 CHF | 100,00% | 100,00% |
18/11/2024 | 0,59% | 1,77 CHF | 1,78 CHF | 210 000 | 210 000 | 98 013 | 98 013 | 170 348 CHF | 171 330 CHF | 99,90% | 99,90% |
15/11/2024 | 0,54% | 1,82 CHF | 1,83 CHF | 210 000 | 210 000 | 84 974 | 84 974 | 159 276 CHF | 160 129 CHF | 86,33% | 86,33% |
14/11/2024 | 0,89% | 1,96 CHF | 1,99 CHF | 100 000 | 100 000 | 64 373 | 64 373 | 126 403 CHF | 127 648 CHF | 87,67% | 87,67% |
13/11/2024 | 0,52% | 1,96 CHF | 1,97 CHF | 200 000 | 200 000 | 88 135 | 88 135 | 173 989 CHF | 174 874 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 2,00 CHF | 2,01 CHF | 200 000 | 200 000 | 88 243 | 88 243 | 177 391 CHF | 178 277 CHF | 97,99% | 97,99% |
11/11/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 200 000 | 200 000 | 88 490 | 88 490 | 176 361 CHF | 177 250 CHF | 99,50% | 99,50% |
08/11/2024 | 0,51% | 2,00 CHF | 2,01 CHF | 200 000 | 200 000 | 82 860 | 82 860 | 167 311 CHF | 168 145 CHF | 92,63% | 92,63% |