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 | 1,58% | 1,46 CHF | 1,47 CHF | 195 000 | 195 000 | 86 987 | 86 987 | 127 351 CHF | 128 927 CHF | 99,89% | 99,89% |
19/11/2024 | 1,58% | 1,48 CHF | 1,49 CHF | 195 000 | 195 000 | 80 365 | 80 365 | 120 560 CHF | 122 004 CHF | 100,00% | 100,00% |
18/11/2024 | 1,21% | 1,55 CHF | 1,56 CHF | 200 000 | 200 000 | 89 573 | 89 573 | 140 810 CHF | 142 212 CHF | 99,89% | 99,89% |
15/11/2024 | 1,12% | 1,60 CHF | 1,61 CHF | 205 000 | 205 000 | 91 451 | 91 451 | 146 838 CHF | 148 226 CHF | 99,90% | 99,90% |
14/11/2024 | 1,43% | 1,57 CHF | 1,58 CHF | 200 000 | 200 000 | 68 836 | 68 836 | 107 737 CHF | 108 773 CHF | 100,00% | 100,00% |
13/11/2024 | 1,58% | 1,52 CHF | 1,53 CHF | 200 000 | 200 000 | 87 824 | 87 824 | 130 788 CHF | 132 372 CHF | 100,00% | 100,00% |
12/11/2024 | 1,64% | 1,48 CHF | 1,49 CHF | 195 000 | 195 000 | 86 096 | 86 096 | 123 143 CHF | 124 694 CHF | 99,85% | 99,85% |
11/11/2024 | 1,73% | 1,39 CHF | 1,40 CHF | 190 000 | 190 000 | 83 937 | 83 937 | 114 186 CHF | 115 700 CHF | 99,61% | 99,61% |
08/11/2024 | 1,72% | 1,36 CHF | 1,37 CHF | 190 000 | 190 000 | 85 023 | 85 023 | 115 465 CHF | 117 004 CHF | 100,00% | 100,00% |
07/11/2024 | 1,66% | 1,37 CHF | 1,38 CHF | 190 000 | 190 000 | 85 393 | 85 393 | 118 343 CHF | 119 891 CHF | 100,00% | 100,00% |