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 | 1,37% | 1,69 CHF | 1,70 CHF | 195 000 | 195 000 | 86 986 | 86 986 | 147 035 CHF | 148 610 CHF | 99,89% | 99,89% |
19/11/2024 | 1,38% | 1,71 CHF | 1,72 CHF | 195 000 | 195 000 | 80 364 | 80 364 | 138 753 CHF | 140 198 CHF | 100,00% | 100,00% |
18/11/2024 | 1,05% | 1,77 CHF | 1,78 CHF | 200 000 | 200 000 | 89 574 | 89 574 | 161 231 CHF | 162 633 CHF | 99,89% | 99,89% |
15/11/2024 | 0,98% | 1,83 CHF | 1,84 CHF | 205 000 | 205 000 | 91 452 | 91 452 | 167 770 CHF | 169 157 CHF | 99,90% | 99,90% |
14/11/2024 | 1,25% | 1,80 CHF | 1,81 CHF | 200 000 | 200 000 | 68 836 | 68 836 | 123 351 CHF | 124 387 CHF | 100,00% | 100,00% |
13/11/2024 | 1,37% | 1,75 CHF | 1,76 CHF | 200 000 | 200 000 | 87 822 | 87 822 | 150 676 CHF | 152 259 CHF | 100,00% | 100,00% |
12/11/2024 | 1,42% | 1,71 CHF | 1,72 CHF | 195 000 | 195 000 | 86 097 | 86 097 | 142 556 CHF | 144 107 CHF | 99,85% | 99,85% |
11/11/2024 | 1,48% | 1,62 CHF | 1,63 CHF | 190 000 | 190 000 | 83 944 | 83 944 | 133 071 CHF | 134 585 CHF | 99,56% | 99,56% |
08/11/2024 | 1,47% | 1,59 CHF | 1,60 CHF | 190 000 | 190 000 | 85 332 | 85 332 | 134 852 CHF | 136 393 CHF | 99,17% | 99,17% |
07/11/2024 | 1,43% | 1,59 CHF | 1,60 CHF | 190 000 | 190 000 | 85 397 | 85 397 | 137 471 CHF | 139 019 CHF | 100,00% | 100,00% |