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% | 1,91 CHF | 1,92 CHF | 195 000 | 195 000 | 86 995 | 86 995 | 166 498 CHF | 168 074 CHF | 99,89% | 99,89% |
19/11/2024 | 1,22% | 1,93 CHF | 1,94 CHF | 195 000 | 195 000 | 80 365 | 80 365 | 156 593 CHF | 158 037 CHF | 100,00% | 100,00% |
18/11/2024 | 0,94% | 2,00 CHF | 2,01 CHF | 200 000 | 200 000 | 89 570 | 89 570 | 181 178 CHF | 182 579 CHF | 99,89% | 99,89% |
15/11/2024 | 0,87% | 2,05 CHF | 2,06 CHF | 205 000 | 205 000 | 91 451 | 91 451 | 188 092 CHF | 189 479 CHF | 99,89% | 99,89% |
14/11/2024 | 1,11% | 2,02 CHF | 2,03 CHF | 200 000 | 200 000 | 68 836 | 68 836 | 138 825 CHF | 139 860 CHF | 100,00% | 100,00% |
13/11/2024 | 1,21% | 1,97 CHF | 1,98 CHF | 200 000 | 200 000 | 87 825 | 87 825 | 170 212 CHF | 171 795 CHF | 99,99% | 99,99% |
12/11/2024 | 1,25% | 1,93 CHF | 1,94 CHF | 195 000 | 195 000 | 86 094 | 86 094 | 161 722 CHF | 163 272 CHF | 99,87% | 99,87% |
11/11/2024 | 1,30% | 1,84 CHF | 1,85 CHF | 190 000 | 190 000 | 83 943 | 83 943 | 151 733 CHF | 153 246 CHF | 99,59% | 99,59% |
08/11/2024 | 1,29% | 1,81 CHF | 1,82 CHF | 190 000 | 190 000 | 85 313 | 85 313 | 153 625 CHF | 155 166 CHF | 99,22% | 99,22% |
07/11/2024 | 1,26% | 1,81 CHF | 1,82 CHF | 190 000 | 190 000 | 85 394 | 85 394 | 156 296 CHF | 157 844 CHF | 100,00% | 100,00% |