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 | 1,35% | 1,13 CHF | 1,14 CHF | 390 000 | 390 000 | 173 976 | 173 976 | 197 804 CHF | 200 063 CHF | 99,89% | 99,89% |
19/11/2024 | 1,40% | 1,14 CHF | 1,15 CHF | 390 000 | 390 000 | 160 694 | 160 694 | 185 183 CHF | 187 316 CHF | 99,95% | 99,95% |
18/11/2024 | 0,94% | 1,18 CHF | 1,19 CHF | 400 000 | 400 000 | 179 148 | 179 148 | 213 202 CHF | 215 095 CHF | 99,89% | 99,89% |
15/11/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 410 000 | 410 000 | 182 377 | 182 377 | 220 219 CHF | 222 046 CHF | 99,90% | 99,90% |
14/11/2024 | 1,22% | 1,19 CHF | 1,20 CHF | 400 000 | 400 000 | 137 672 | 137 672 | 163 580 CHF | 165 146 CHF | 100,00% | 100,00% |
13/11/2024 | 1,35% | 1,16 CHF | 1,17 CHF | 400 000 | 400 000 | 175 643 | 175 643 | 201 670 CHF | 203 946 CHF | 100,00% | 100,00% |
12/11/2024 | 1,39% | 1,14 CHF | 1,15 CHF | 390 000 | 390 000 | 171 588 | 171 588 | 191 897 CHF | 194 116 CHF | 99,84% | 99,84% |
11/11/2024 | 1,44% | 1,10 CHF | 1,11 CHF | 380 000 | 380 000 | 167 359 | 167 359 | 180 958 CHF | 183 126 CHF | 99,57% | 99,57% |
08/11/2024 | 1,43% | 1,08 CHF | 1,09 CHF | 380 000 | 380 000 | 170 133 | 170 133 | 183 256 CHF | 185 457 CHF | 99,18% | 99,18% |
07/11/2024 | 1,40% | 1,08 CHF | 1,09 CHF | 380 000 | 380 000 | 170 351 | 170 351 | 185 904 CHF | 188 113 CHF | 100,00% | 100,00% |