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 | 1,07% | 2,16 CHF | 2,17 CHF | 195 000 | 195 000 | 86 991 | 86 991 | 188 238 CHF | 189 813 CHF | 99,90% | 99,90% |
19/11/2024 | 1,08% | 2,18 CHF | 2,19 CHF | 195 000 | 195 000 | 80 364 | 80 364 | 176 649 CHF | 178 093 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 2,25 CHF | 2,26 CHF | 200 000 | 200 000 | 89 576 | 89 576 | 203 709 CHF | 205 111 CHF | 99,90% | 99,90% |
15/11/2024 | 0,78% | 2,30 CHF | 2,31 CHF | 205 000 | 205 000 | 91 454 | 91 454 | 211 175 CHF | 212 563 CHF | 99,90% | 99,90% |
14/11/2024 | 0,99% | 2,28 CHF | 2,29 CHF | 200 000 | 200 000 | 68 836 | 68 836 | 156 104 CHF | 157 140 CHF | 100,00% | 100,00% |
13/11/2024 | 1,07% | 2,22 CHF | 2,23 CHF | 200 000 | 200 000 | 87 821 | 87 821 | 192 133 CHF | 193 716 CHF | 100,00% | 100,00% |
12/11/2024 | 1,10% | 2,18 CHF | 2,19 CHF | 195 000 | 195 000 | 86 097 | 86 097 | 183 134 CHF | 184 684 CHF | 99,85% | 99,85% |
11/11/2024 | 1,14% | 2,09 CHF | 2,10 CHF | 190 000 | 190 000 | 83 949 | 83 949 | 172 554 CHF | 174 067 CHF | 99,53% | 99,53% |
08/11/2024 | 1,14% | 2,05 CHF | 2,06 CHF | 190 000 | 190 000 | 85 228 | 85 228 | 174 556 CHF | 176 096 CHF | 99,44% | 99,44% |
07/11/2024 | 1,11% | 2,06 CHF | 2,07 CHF | 190 000 | 190 000 | 85 397 | 85 397 | 177 337 CHF | 178 885 CHF | 100,00% | 100,00% |