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 | 0,63% | 1,60 CHF | 1,61 CHF | 210 000 | 210 000 | 95 652 | 95 652 | 155 162 CHF | 156 124 CHF | 97,12% | 97,12% |
20/11/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 210 000 | 210 000 | 97 525 | 97 525 | 157 559 CHF | 158 537 CHF | 99,90% | 99,90% |
19/11/2024 | 0,84% | 1,57 CHF | 1,58 CHF | 210 000 | 210 000 | 88 451 | 88 451 | 136 502 CHF | 137 538 CHF | 100,00% | 100,00% |
18/11/2024 | 0,65% | 1,60 CHF | 1,61 CHF | 210 000 | 210 000 | 98 012 | 98 012 | 153 377 CHF | 154 359 CHF | 99,90% | 99,90% |
15/11/2024 | 0,60% | 1,64 CHF | 1,65 CHF | 210 000 | 210 000 | 87 644 | 87 644 | 148 882 CHF | 149 762 CHF | 97,35% | 97,35% |
14/11/2024 | 0,93% | 1,79 CHF | 1,82 CHF | 100 000 | 100 000 | 63 323 | 63 323 | 113 483 CHF | 114 650 CHF | 98,81% | 98,81% |
13/11/2024 | 0,57% | 1,79 CHF | 1,80 CHF | 200 000 | 200 000 | 88 136 | 88 136 | 158 849 CHF | 159 734 CHF | 100,00% | 100,00% |
12/11/2024 | 0,56% | 1,83 CHF | 1,84 CHF | 200 000 | 200 000 | 88 246 | 88 246 | 162 193 CHF | 163 079 CHF | 97,99% | 97,99% |
11/11/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 200 000 | 200 000 | 88 483 | 88 483 | 161 170 CHF | 162 058 CHF | 99,50% | 99,50% |
08/11/2024 | 0,56% | 1,83 CHF | 1,84 CHF | 200 000 | 200 000 | 86 552 | 86 552 | 159 986 CHF | 160 858 CHF | 96,92% | 96,92% |