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 | 1,52% | 1,02 CHF | 1,03 CHF | 194 000 | 194 000 | 86 913 | 86 913 | 88 390 CHF | 89 519 CHF | 99,90% | 99,90% |
19/11/2024 | 1,50% | 1,02 CHF | 1,03 CHF | 196 000 | 196 000 | 86 984 | 86 984 | 89 671 CHF | 90 800 CHF | 100,00% | 100,00% |
18/11/2024 | 1,40% | 1,08 CHF | 1,09 CHF | 192 000 | 192 000 | 85 336 | 85 336 | 92 922 CHF | 94 030 CHF | 99,90% | 99,90% |
15/11/2024 | 1,59% | 1,06 CHF | 1,07 CHF | 192 000 | 192 000 | 72 943 | 72 943 | 82 277 CHF | 83 338 CHF | 98,39% | 98,39% |
14/11/2024 | 1,09% | 1,19 CHF | 1,20 CHF | 186 000 | 186 000 | 96 920 | 96 920 | 115 921 CHF | 117 021 CHF | 54,98% | 100,00% |
13/11/2024 | 1,21% | 1,22 CHF | 1,23 CHF | 186 000 | 186 000 | 81 308 | 81 308 | 102 056 CHF | 103 101 CHF | 100,00% | 100,00% |
12/11/2024 | 1,22% | 1,23 CHF | 1,24 CHF | 186 000 | 186 000 | 82 119 | 82 119 | 103 653 CHF | 104 718 CHF | 100,00% | 100,00% |
11/11/2024 | 1,27% | 1,39 CHF | 1,40 CHF | 178 000 | 178 000 | 75 296 | 75 296 | 106 863 CHF | 107 873 CHF | 99,90% | 99,90% |
08/11/2024 | 1,13% | 1,33 CHF | 1,34 CHF | 182 000 | 182 000 | 79 276 | 79 276 | 110 207 CHF | 111 236 CHF | 99,18% | 99,18% |
07/11/2024 | 1,00% | 1,57 CHF | 1,58 CHF | 172 000 | 172 000 | 77 382 | 77 382 | 120 343 CHF | 121 350 CHF | 100,00% | 100,00% |