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 | 1,68% | 1,37 CHF | 1,38 CHF | 195 000 | 195 000 | 86 999 | 86 999 | 119 565 CHF | 121 140 CHF | 99,90% | 99,90% |
19/11/2024 | 1,68% | 1,39 CHF | 1,40 CHF | 195 000 | 195 000 | 80 362 | 80 362 | 113 398 CHF | 114 843 CHF | 100,00% | 100,00% |
18/11/2024 | 1,28% | 1,46 CHF | 1,47 CHF | 200 000 | 200 000 | 89 576 | 89 576 | 132 806 CHF | 134 208 CHF | 99,90% | 99,90% |
15/11/2024 | 1,18% | 1,51 CHF | 1,52 CHF | 205 000 | 205 000 | 91 454 | 91 454 | 138 629 CHF | 140 016 CHF | 99,90% | 99,90% |
14/11/2024 | 1,51% | 1,48 CHF | 1,49 CHF | 200 000 | 200 000 | 68 840 | 68 840 | 101 572 CHF | 102 608 CHF | 100,00% | 100,00% |
13/11/2024 | 1,68% | 1,43 CHF | 1,44 CHF | 200 000 | 200 000 | 87 826 | 87 826 | 122 949 CHF | 124 532 CHF | 100,00% | 100,00% |
12/11/2024 | 1,75% | 1,39 CHF | 1,40 CHF | 195 000 | 195 000 | 86 094 | 86 094 | 115 458 CHF | 117 009 CHF | 99,85% | 99,85% |
11/11/2024 | 1,85% | 1,30 CHF | 1,31 CHF | 190 000 | 190 000 | 83 947 | 83 947 | 106 718 CHF | 108 231 CHF | 99,53% | 99,53% |
08/11/2024 | 1,84% | 1,28 CHF | 1,29 CHF | 190 000 | 190 000 | 85 228 | 85 228 | 108 167 CHF | 109 708 CHF | 99,45% | 99,45% |
07/11/2024 | 1,77% | 1,28 CHF | 1,29 CHF | 190 000 | 190 000 | 85 392 | 85 392 | 110 777 CHF | 112 325 CHF | 100,00% | 100,00% |