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 | 1,49% | 1,55 CHF | 1,56 CHF | 195 000 | 195 000 | 86 996 | 86 996 | 135 183 CHF | 136 759 CHF | 99,89% | 99,89% |
19/11/2024 | 1,49% | 1,57 CHF | 1,58 CHF | 195 000 | 195 000 | 80 356 | 80 356 | 127 740 CHF | 129 185 CHF | 100,00% | 100,00% |
18/11/2024 | 1,14% | 1,64 CHF | 1,65 CHF | 200 000 | 200 000 | 89 573 | 89 573 | 148 867 CHF | 150 269 CHF | 99,89% | 99,89% |
15/11/2024 | 1,06% | 1,69 CHF | 1,70 CHF | 205 000 | 205 000 | 91 451 | 91 451 | 155 080 CHF | 156 467 CHF | 99,90% | 99,90% |
14/11/2024 | 1,35% | 1,66 CHF | 1,67 CHF | 200 000 | 200 000 | 68 837 | 68 837 | 113 941 CHF | 114 977 CHF | 100,00% | 100,00% |
13/11/2024 | 1,49% | 1,61 CHF | 1,62 CHF | 200 000 | 200 000 | 87 830 | 87 830 | 138 665 CHF | 140 248 CHF | 100,00% | 100,00% |
12/11/2024 | 1,54% | 1,57 CHF | 1,58 CHF | 195 000 | 195 000 | 86 075 | 86 075 | 130 804 CHF | 132 354 CHF | 99,87% | 99,87% |
11/11/2024 | 1,62% | 1,48 CHF | 1,49 CHF | 190 000 | 190 000 | 83 942 | 83 942 | 121 693 CHF | 123 206 CHF | 99,57% | 99,57% |
08/11/2024 | 1,61% | 1,45 CHF | 1,46 CHF | 190 000 | 190 000 | 85 324 | 85 324 | 123 475 CHF | 125 015 CHF | 99,19% | 99,19% |
07/11/2024 | 1,56% | 1,45 CHF | 1,46 CHF | 190 000 | 190 000 | 85 396 | 85 396 | 125 960 CHF | 127 508 CHF | 100,00% | 100,00% |