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 | 1,45% | 1,60 CHF | 1,61 CHF | 195 000 | 195 000 | 87 000 | 87 000 | 138 799 CHF | 140 374 CHF | 99,90% | 99,90% |
19/11/2024 | 1,45% | 1,61 CHF | 1,62 CHF | 195 000 | 195 000 | 80 366 | 80 366 | 131 228 CHF | 132 672 CHF | 100,00% | 100,00% |
18/11/2024 | 1,11% | 1,68 CHF | 1,69 CHF | 200 000 | 200 000 | 89 574 | 89 574 | 152 823 CHF | 154 225 CHF | 99,90% | 99,90% |
15/11/2024 | 1,03% | 1,73 CHF | 1,74 CHF | 205 000 | 205 000 | 91 455 | 91 455 | 159 106 CHF | 160 493 CHF | 99,90% | 99,90% |
14/11/2024 | 1,32% | 1,71 CHF | 1,72 CHF | 200 000 | 200 000 | 68 835 | 68 835 | 116 925 CHF | 117 961 CHF | 100,00% | 100,00% |
13/11/2024 | 1,45% | 1,65 CHF | 1,66 CHF | 200 000 | 200 000 | 87 825 | 87 825 | 142 369 CHF | 143 952 CHF | 100,00% | 100,00% |
12/11/2024 | 1,50% | 1,62 CHF | 1,63 CHF | 195 000 | 195 000 | 86 096 | 86 096 | 134 483 CHF | 136 034 CHF | 99,86% | 99,86% |
11/11/2024 | 1,57% | 1,53 CHF | 1,54 CHF | 190 000 | 190 000 | 83 952 | 83 952 | 125 189 CHF | 126 702 CHF | 99,53% | 99,53% |
08/11/2024 | 1,56% | 1,49 CHF | 1,50 CHF | 190 000 | 190 000 | 85 229 | 85 229 | 126 838 CHF | 128 378 CHF | 99,44% | 99,44% |
07/11/2024 | 1,52% | 1,50 CHF | 1,51 CHF | 190 000 | 190 000 | 85 394 | 85 394 | 129 464 CHF | 131 012 CHF | 100,00% | 100,00% |