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 | 1,41% | 1,64 CHF | 1,65 CHF | 195 000 | 195 000 | 86 994 | 86 994 | 142 990 CHF | 144 565 CHF | 99,89% | 99,89% |
19/11/2024 | 1,42% | 1,66 CHF | 1,67 CHF | 195 000 | 195 000 | 80 365 | 80 365 | 134 917 CHF | 136 362 CHF | 100,00% | 100,00% |
18/11/2024 | 1,08% | 1,72 CHF | 1,73 CHF | 200 000 | 200 000 | 89 569 | 89 569 | 156 890 CHF | 158 291 CHF | 99,89% | 99,89% |
15/11/2024 | 1,00% | 1,78 CHF | 1,79 CHF | 205 000 | 205 000 | 91 451 | 91 451 | 163 301 CHF | 164 689 CHF | 99,89% | 99,89% |
14/11/2024 | 1,28% | 1,75 CHF | 1,76 CHF | 200 000 | 200 000 | 68 838 | 68 838 | 120 128 CHF | 121 164 CHF | 100,00% | 100,00% |
13/11/2024 | 1,41% | 1,70 CHF | 1,71 CHF | 200 000 | 200 000 | 87 824 | 87 824 | 146 507 CHF | 148 090 CHF | 100,00% | 100,00% |
12/11/2024 | 1,46% | 1,66 CHF | 1,67 CHF | 195 000 | 195 000 | 86 096 | 86 096 | 138 519 CHF | 140 070 CHF | 99,85% | 99,85% |
11/11/2024 | 1,53% | 1,57 CHF | 1,58 CHF | 190 000 | 190 000 | 83 941 | 83 941 | 129 164 CHF | 130 678 CHF | 99,60% | 99,60% |
08/11/2024 | 1,52% | 1,54 CHF | 1,55 CHF | 190 000 | 190 000 | 85 304 | 85 304 | 131 005 CHF | 132 545 CHF | 99,25% | 99,25% |
07/11/2024 | 1,47% | 1,54 CHF | 1,55 CHF | 190 000 | 190 000 | 85 394 | 85 394 | 133 527 CHF | 135 075 CHF | 100,00% | 100,00% |