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 | 1,95% | 1,19 CHF | 1,20 CHF | 195 000 | 195 000 | 86 994 | 86 994 | 103 200 CHF | 104 775 CHF | 99,89% | 99,89% |
19/11/2024 | 1,93% | 1,21 CHF | 1,22 CHF | 195 000 | 195 000 | 80 356 | 80 356 | 98 440 CHF | 99 884 CHF | 100,00% | 100,00% |
18/11/2024 | 1,46% | 1,27 CHF | 1,28 CHF | 200 000 | 200 000 | 89 571 | 89 571 | 116 062 CHF | 117 464 CHF | 99,89% | 99,89% |
15/11/2024 | 1,35% | 1,32 CHF | 1,33 CHF | 205 000 | 205 000 | 91 449 | 91 449 | 121 438 CHF | 122 826 CHF | 99,89% | 99,89% |
14/11/2024 | 1,73% | 1,30 CHF | 1,31 CHF | 200 000 | 200 000 | 68 836 | 68 836 | 88 641 CHF | 89 677 CHF | 100,00% | 100,00% |
13/11/2024 | 1,94% | 1,24 CHF | 1,25 CHF | 200 000 | 200 000 | 87 838 | 87 838 | 106 484 CHF | 108 067 CHF | 99,92% | 99,92% |
12/11/2024 | 2,04% | 1,21 CHF | 1,22 CHF | 195 000 | 195 000 | 86 094 | 86 094 | 99 428 CHF | 100 979 CHF | 99,85% | 99,85% |
11/11/2024 | 2,17% | 1,12 CHF | 1,13 CHF | 190 000 | 190 000 | 83 936 | 83 936 | 91 143 CHF | 92 657 CHF | 99,62% | 99,62% |
08/11/2024 | 2,15% | 1,09 CHF | 1,10 CHF | 190 000 | 190 000 | 85 021 | 85 021 | 92 322 CHF | 93 862 CHF | 100,00% | 100,00% |
07/11/2024 | 2,05% | 1,09 CHF | 1,10 CHF | 190 000 | 190 000 | 85 392 | 85 392 | 95 076 CHF | 96 624 CHF | 100,00% | 100,00% |