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 | 1,34% | 1,73 CHF | 1,74 CHF | 195 000 | 195 000 | 86 996 | 86 996 | 150 876 CHF | 152 452 CHF | 99,89% | 99,89% |
19/11/2024 | 1,34% | 1,75 CHF | 1,76 CHF | 195 000 | 195 000 | 80 356 | 80 356 | 142 223 CHF | 143 667 CHF | 100,00% | 100,00% |
18/11/2024 | 1,03% | 1,82 CHF | 1,83 CHF | 200 000 | 200 000 | 89 573 | 89 573 | 165 109 CHF | 166 511 CHF | 99,89% | 99,89% |
15/11/2024 | 0,96% | 1,87 CHF | 1,88 CHF | 205 000 | 205 000 | 91 451 | 91 451 | 171 619 CHF | 173 006 CHF | 99,90% | 99,90% |
14/11/2024 | 1,22% | 1,84 CHF | 1,85 CHF | 200 000 | 200 000 | 68 836 | 68 836 | 126 430 CHF | 127 466 CHF | 100,00% | 100,00% |
13/11/2024 | 1,33% | 1,79 CHF | 1,80 CHF | 200 000 | 200 000 | 87 827 | 87 827 | 154 482 CHF | 156 065 CHF | 100,00% | 100,00% |
12/11/2024 | 1,38% | 1,75 CHF | 1,76 CHF | 195 000 | 195 000 | 86 076 | 86 076 | 146 294 CHF | 147 844 CHF | 99,85% | 99,85% |
11/11/2024 | 1,44% | 1,66 CHF | 1,67 CHF | 190 000 | 190 000 | 83 938 | 83 938 | 136 766 CHF | 138 280 CHF | 99,61% | 99,61% |
08/11/2024 | 1,44% | 1,63 CHF | 1,64 CHF | 190 000 | 190 000 | 85 023 | 85 023 | 138 188 CHF | 139 727 CHF | 100,00% | 100,00% |
07/11/2024 | 1,39% | 1,63 CHF | 1,64 CHF | 190 000 | 190 000 | 85 392 | 85 392 | 141 211 CHF | 142 759 CHF | 100,00% | 100,00% |