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 | 1,65% | 1,40 CHF | 1,41 CHF | 195 000 | 195 000 | 86 991 | 86 991 | 121 820 CHF | 123 395 CHF | 99,89% | 99,89% |
19/11/2024 | 1,65% | 1,42 CHF | 1,43 CHF | 195 000 | 195 000 | 80 361 | 80 361 | 115 500 CHF | 116 945 CHF | 100,00% | 100,00% |
18/11/2024 | 1,26% | 1,48 CHF | 1,49 CHF | 200 000 | 200 000 | 89 570 | 89 570 | 135 229 CHF | 136 631 CHF | 99,89% | 99,89% |
15/11/2024 | 1,16% | 1,54 CHF | 1,55 CHF | 205 000 | 205 000 | 91 452 | 91 452 | 141 163 CHF | 142 550 CHF | 99,89% | 99,89% |
14/11/2024 | 1,49% | 1,51 CHF | 1,52 CHF | 200 000 | 200 000 | 68 838 | 68 838 | 103 342 CHF | 104 378 CHF | 100,00% | 100,00% |
13/11/2024 | 1,64% | 1,46 CHF | 1,47 CHF | 200 000 | 200 000 | 87 826 | 87 826 | 125 276 CHF | 126 859 CHF | 100,00% | 100,00% |
12/11/2024 | 1,72% | 1,42 CHF | 1,43 CHF | 195 000 | 195 000 | 86 076 | 86 076 | 117 677 CHF | 119 227 CHF | 99,85% | 99,85% |
11/11/2024 | 1,81% | 1,33 CHF | 1,34 CHF | 190 000 | 190 000 | 83 942 | 83 942 | 108 903 CHF | 110 417 CHF | 99,58% | 99,58% |
08/11/2024 | 1,80% | 1,30 CHF | 1,31 CHF | 190 000 | 190 000 | 85 311 | 85 311 | 110 557 CHF | 112 098 CHF | 99,23% | 99,23% |
07/11/2024 | 1,73% | 1,30 CHF | 1,31 CHF | 190 000 | 190 000 | 85 392 | 85 392 | 113 048 CHF | 114 596 CHF | 100,00% | 100,00% |