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 | 1,47% | 1,04 CHF | 1,05 CHF | 390 000 | 390 000 | 173 990 | 173 990 | 182 208 CHF | 184 467 CHF | 99,89% | 99,89% |
19/11/2024 | 1,51% | 1,05 CHF | 1,06 CHF | 390 000 | 390 000 | 160 723 | 160 723 | 170 831 CHF | 172 965 CHF | 99,97% | 99,97% |
18/11/2024 | 1,01% | 1,09 CHF | 1,10 CHF | 400 000 | 400 000 | 179 144 | 179 144 | 197 105 CHF | 198 998 CHF | 99,89% | 99,89% |
15/11/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 410 000 | 410 000 | 182 377 | 182 377 | 203 794 CHF | 205 621 CHF | 99,90% | 99,90% |
14/11/2024 | 1,32% | 1,10 CHF | 1,11 CHF | 400 000 | 400 000 | 137 680 | 137 680 | 151 205 CHF | 152 772 CHF | 100,00% | 100,00% |
13/11/2024 | 1,46% | 1,07 CHF | 1,08 CHF | 400 000 | 400 000 | 175 653 | 175 653 | 185 954 CHF | 188 229 CHF | 100,00% | 100,00% |
12/11/2024 | 1,51% | 1,05 CHF | 1,06 CHF | 390 000 | 390 000 | 171 591 | 171 591 | 176 612 CHF | 178 831 CHF | 99,84% | 99,84% |
11/11/2024 | 1,57% | 1,01 CHF | 1,02 CHF | 380 000 | 380 000 | 167 350 | 167 350 | 165 958 CHF | 168 126 CHF | 99,58% | 99,58% |
08/11/2024 | 1,56% | 0,99 CHF | 1,00 CHF | 380 000 | 380 000 | 170 116 | 170 116 | 168 025 CHF | 170 226 CHF | 99,20% | 99,20% |
07/11/2024 | 1,52% | 0,99 CHF | 1,00 CHF | 380 000 | 380 000 | 170 232 | 170 232 | 170 725 CHF | 172 933 CHF | 99,95% | 99,95% |