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 | 1,18% | 1,98 CHF | 1,99 CHF | 195 000 | 195 000 | 86 993 | 86 993 | 171 782 CHF | 173 357 CHF | 99,89% | 99,89% |
19/11/2024 | 1,19% | 1,99 CHF | 2,00 CHF | 195 000 | 195 000 | 80 362 | 80 362 | 161 539 CHF | 162 984 CHF | 100,00% | 100,00% |
18/11/2024 | 0,91% | 2,06 CHF | 2,07 CHF | 200 000 | 200 000 | 89 570 | 89 570 | 186 786 CHF | 188 188 CHF | 99,89% | 99,89% |
15/11/2024 | 0,85% | 2,11 CHF | 2,12 CHF | 205 000 | 205 000 | 91 451 | 91 451 | 193 872 CHF | 195 259 CHF | 99,89% | 99,89% |
14/11/2024 | 1,07% | 2,09 CHF | 2,10 CHF | 200 000 | 200 000 | 68 843 | 68 843 | 143 098 CHF | 144 134 CHF | 100,00% | 100,00% |
13/11/2024 | 1,17% | 2,03 CHF | 2,04 CHF | 200 000 | 200 000 | 87 824 | 87 824 | 175 590 CHF | 177 173 CHF | 100,00% | 100,00% |
12/11/2024 | 1,21% | 1,99 CHF | 2,00 CHF | 195 000 | 195 000 | 86 094 | 86 094 | 166 975 CHF | 168 525 CHF | 99,85% | 99,85% |
11/11/2024 | 1,26% | 1,90 CHF | 1,91 CHF | 190 000 | 190 000 | 83 936 | 83 936 | 156 817 CHF | 158 331 CHF | 99,59% | 99,59% |
08/11/2024 | 1,25% | 1,87 CHF | 1,88 CHF | 190 000 | 190 000 | 85 311 | 85 311 | 158 751 CHF | 160 292 CHF | 99,23% | 99,23% |
07/11/2024 | 1,22% | 1,87 CHF | 1,88 CHF | 190 000 | 190 000 | 85 392 | 85 392 | 161 453 CHF | 163 002 CHF | 100,00% | 100,00% |