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 | 0,72% | 1,42 CHF | 1,43 CHF | 210 000 | 210 000 | 92 727 | 92 727 | 133 805 CHF | 134 738 CHF | 85,85% | 85,85% |
20/11/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 210 000 | 210 000 | 97 526 | 97 526 | 140 151 CHF | 141 128 CHF | 99,90% | 99,90% |
19/11/2024 | 0,94% | 1,39 CHF | 1,40 CHF | 210 000 | 210 000 | 88 455 | 88 455 | 120 812 CHF | 121 848 CHF | 100,00% | 100,00% |
18/11/2024 | 0,73% | 1,42 CHF | 1,43 CHF | 210 000 | 210 000 | 98 011 | 98 011 | 135 868 CHF | 136 850 CHF | 99,90% | 99,90% |
15/11/2024 | 0,66% | 1,46 CHF | 1,47 CHF | 210 000 | 210 000 | 87 394 | 87 394 | 132 800 CHF | 133 677 CHF | 86,44% | 86,44% |
14/11/2024 | 1,04% | 1,61 CHF | 1,64 CHF | 100 000 | 100 000 | 63 592 | 63 592 | 102 537 CHF | 103 718 CHF | 96,84% | 96,84% |
13/11/2024 | 0,63% | 1,61 CHF | 1,62 CHF | 200 000 | 200 000 | 88 136 | 88 136 | 143 093 CHF | 143 978 CHF | 100,00% | 100,00% |
12/11/2024 | 0,62% | 1,65 CHF | 1,66 CHF | 200 000 | 200 000 | 88 245 | 88 245 | 146 502 CHF | 147 389 CHF | 97,99% | 97,99% |
11/11/2024 | 0,61% | 1,61 CHF | 1,62 CHF | 200 000 | 200 000 | 88 483 | 88 483 | 145 486 CHF | 146 374 CHF | 99,50% | 99,50% |
08/11/2024 | 0,62% | 1,65 CHF | 1,66 CHF | 200 000 | 200 000 | 84 188 | 84 188 | 140 847 CHF | 141 695 CHF | 92,69% | 92,69% |