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 | 1,30% | 1,79 CHF | 1,80 CHF | 195 000 | 195 000 | 86 996 | 86 996 | 155 254 CHF | 156 829 CHF | 99,89% | 99,89% |
19/11/2024 | 1,31% | 1,80 CHF | 1,81 CHF | 195 000 | 195 000 | 80 356 | 80 356 | 146 294 CHF | 147 739 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 1,87 CHF | 1,88 CHF | 200 000 | 200 000 | 89 573 | 89 573 | 169 731 CHF | 171 133 CHF | 99,89% | 99,89% |
15/11/2024 | 0,93% | 1,92 CHF | 1,93 CHF | 205 000 | 205 000 | 91 453 | 91 453 | 176 375 CHF | 177 762 CHF | 99,90% | 99,90% |
14/11/2024 | 1,18% | 1,90 CHF | 1,91 CHF | 200 000 | 200 000 | 68 837 | 68 837 | 129 948 CHF | 130 984 CHF | 100,00% | 100,00% |
13/11/2024 | 1,30% | 1,84 CHF | 1,85 CHF | 200 000 | 200 000 | 87 830 | 87 830 | 158 926 CHF | 160 509 CHF | 100,00% | 100,00% |
12/11/2024 | 1,34% | 1,80 CHF | 1,81 CHF | 195 000 | 195 000 | 86 077 | 86 077 | 150 622 CHF | 152 172 CHF | 99,85% | 99,85% |
11/11/2024 | 1,40% | 1,71 CHF | 1,72 CHF | 190 000 | 190 000 | 83 943 | 83 943 | 140 959 CHF | 142 472 CHF | 99,56% | 99,56% |
08/11/2024 | 1,39% | 1,68 CHF | 1,69 CHF | 190 000 | 190 000 | 85 331 | 85 331 | 142 878 CHF | 144 418 CHF | 99,17% | 99,17% |
07/11/2024 | 1,35% | 1,68 CHF | 1,69 CHF | 190 000 | 190 000 | 85 396 | 85 396 | 145 468 CHF | 147 016 CHF | 100,00% | 100,00% |