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 | 3,89% | 1,21 CHF | 1,24 CHF | 200 000 | 200 000 | 74 751 | 74 751 | 96 036 CHF | 99 218 CHF | 99,61% | 99,61% |
19/11/2024 | 4,12% | 1,23 CHF | 1,26 CHF | 200 000 | 200 000 | 79 993 | 79 993 | 98 528 CHF | 101 828 CHF | 86,44% | 86,44% |
18/11/2024 | 4,04% | 1,34 CHF | 1,37 CHF | 200 000 | 200 000 | 74 748 | 74 748 | 97 947 CHF | 101 129 CHF | 99,57% | 99,57% |
15/11/2024 | 3,43% | 1,33 CHF | 1,36 CHF | 100 000 | 100 000 | 37 360 | 37 360 | 54 494 CHF | 56 085 CHF | 99,60% | 99,60% |
14/11/2024 | 3,28% | 1,61 CHF | 1,64 CHF | 100 000 | 100 000 | 37 373 | 37 373 | 60 598 CHF | 62 189 CHF | 99,59% | 99,59% |
13/11/2024 | 3,51% | 1,48 CHF | 1,51 CHF | 100 000 | 100 000 | 37 798 | 37 798 | 55 562 CHF | 57 162 CHF | 97,23% | 97,23% |
12/11/2024 | 3,76% | 1,47 CHF | 1,50 CHF | 200 000 | 200 000 | 75 657 | 75 657 | 107 337 CHF | 110 539 CHF | 96,99% | 96,99% |
11/11/2024 | 3,44% | 1,40 CHF | 1,43 CHF | 100 000 | 100 000 | 37 365 | 37 365 | 56 553 CHF | 58 144 CHF | 99,58% | 99,58% |
08/11/2024 | 3,30% | 1,56 CHF | 1,59 CHF | 100 000 | 100 000 | 37 358 | 37 358 | 59 686 CHF | 61 276 CHF | 99,60% | 99,60% |
07/11/2024 | 3,50% | 1,62 CHF | 1,65 CHF | 200 000 | 200 000 | 74 731 | 74 731 | 113 944 CHF | 117 125 CHF | 99,61% | 99,61% |