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 | 1,21% | 1,27 CHF | 1,28 CHF | 390 000 | 390 000 | 173 992 | 173 992 | 221 550 CHF | 223 809 CHF | 99,89% | 99,89% |
19/11/2024 | 1,25% | 1,28 CHF | 1,29 CHF | 390 000 | 390 000 | 160 725 | 160 725 | 207 418 CHF | 209 552 CHF | 100,00% | 100,00% |
18/11/2024 | 0,84% | 1,31 CHF | 1,32 CHF | 400 000 | 400 000 | 179 146 | 179 146 | 237 879 CHF | 239 771 CHF | 99,89% | 99,89% |
15/11/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 410 000 | 410 000 | 182 380 | 182 380 | 245 458 CHF | 247 286 CHF | 99,90% | 99,90% |
14/11/2024 | 1,09% | 1,33 CHF | 1,34 CHF | 400 000 | 400 000 | 137 681 | 137 681 | 182 653 CHF | 184 220 CHF | 100,00% | 100,00% |
13/11/2024 | 1,21% | 1,30 CHF | 1,31 CHF | 400 000 | 400 000 | 175 647 | 175 647 | 225 721 CHF | 227 996 CHF | 100,00% | 100,00% |
12/11/2024 | 1,24% | 1,28 CHF | 1,29 CHF | 390 000 | 390 000 | 171 661 | 171 661 | 215 371 CHF | 217 591 CHF | 99,85% | 99,85% |
11/11/2024 | 1,27% | 1,23 CHF | 1,24 CHF | 380 000 | 380 000 | 167 354 | 167 354 | 204 118 CHF | 206 286 CHF | 99,57% | 99,57% |
08/11/2024 | 1,27% | 1,22 CHF | 1,23 CHF | 380 000 | 380 000 | 170 133 | 170 133 | 206 568 CHF | 208 768 CHF | 99,18% | 99,18% |
07/11/2024 | 1,25% | 1,22 CHF | 1,23 CHF | 380 000 | 380 000 | 170 339 | 170 339 | 209 212 CHF | 211 421 CHF | 100,00% | 100,00% |