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 | 1,31% | 1,18 CHF | 1,19 CHF | 390 000 | 390 000 | 173 987 | 173 987 | 205 095 CHF | 207 354 CHF | 99,89% | 99,89% |
19/11/2024 | 1,35% | 1,18 CHF | 1,19 CHF | 390 000 | 390 000 | 160 712 | 160 712 | 192 223 CHF | 194 357 CHF | 100,00% | 100,00% |
18/11/2024 | 0,90% | 1,22 CHF | 1,23 CHF | 400 000 | 400 000 | 179 142 | 179 142 | 220 818 CHF | 222 710 CHF | 99,89% | 99,89% |
15/11/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 410 000 | 410 000 | 182 375 | 182 375 | 227 989 CHF | 229 816 CHF | 99,89% | 99,89% |
14/11/2024 | 1,18% | 1,23 CHF | 1,24 CHF | 400 000 | 400 000 | 137 673 | 137 673 | 169 323 CHF | 170 890 CHF | 100,00% | 100,00% |
13/11/2024 | 1,30% | 1,20 CHF | 1,21 CHF | 400 000 | 400 000 | 175 660 | 175 660 | 209 048 CHF | 211 323 CHF | 100,00% | 100,00% |
12/11/2024 | 1,34% | 1,19 CHF | 1,20 CHF | 390 000 | 390 000 | 171 626 | 171 626 | 199 174 CHF | 201 394 CHF | 99,85% | 99,85% |
11/11/2024 | 1,38% | 1,14 CHF | 1,15 CHF | 380 000 | 380 000 | 167 350 | 167 350 | 187 974 CHF | 190 142 CHF | 99,58% | 99,58% |
08/11/2024 | 1,38% | 1,12 CHF | 1,13 CHF | 380 000 | 380 000 | 170 109 | 170 109 | 190 185 CHF | 192 386 CHF | 99,21% | 99,21% |
07/11/2024 | 1,35% | 1,12 CHF | 1,13 CHF | 380 000 | 380 000 | 170 348 | 170 348 | 193 161 CHF | 195 369 CHF | 100,00% | 100,00% |