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 | 2,11% | 1,09 CHF | 1,10 CHF | 195 000 | 195 000 | 86 993 | 86 993 | 95 174 CHF | 96 749 CHF | 99,89% | 99,89% |
19/11/2024 | 2,08% | 1,11 CHF | 1,12 CHF | 195 000 | 195 000 | 80 362 | 80 362 | 90 902 CHF | 92 346 CHF | 100,00% | 100,00% |
18/11/2024 | 1,58% | 1,17 CHF | 1,18 CHF | 200 000 | 200 000 | 89 570 | 89 570 | 107 612 CHF | 109 014 CHF | 99,89% | 99,89% |
15/11/2024 | 1,45% | 1,23 CHF | 1,24 CHF | 205 000 | 205 000 | 91 450 | 91 450 | 112 900 CHF | 114 287 CHF | 99,89% | 99,89% |
14/11/2024 | 1,87% | 1,20 CHF | 1,21 CHF | 200 000 | 200 000 | 68 843 | 68 843 | 82 087 CHF | 83 123 CHF | 100,00% | 100,00% |
13/11/2024 | 2,10% | 1,15 CHF | 1,16 CHF | 200 000 | 200 000 | 87 829 | 87 829 | 98 368 CHF | 99 952 CHF | 100,00% | 100,00% |
12/11/2024 | 2,22% | 1,11 CHF | 1,12 CHF | 195 000 | 195 000 | 86 091 | 86 091 | 91 384 CHF | 92 935 CHF | 99,87% | 99,87% |
11/11/2024 | 2,37% | 1,03 CHF | 1,04 CHF | 190 000 | 190 000 | 83 933 | 83 933 | 83 285 CHF | 84 799 CHF | 99,63% | 99,63% |
08/11/2024 | 2,35% | 1,00 CHF | 1,01 CHF | 190 000 | 190 000 | 85 022 | 85 022 | 84 422 CHF | 85 962 CHF | 100,00% | 100,00% |
07/11/2024 | 2,24% | 1,00 CHF | 1,01 CHF | 190 000 | 190 000 | 85 397 | 85 397 | 87 170 CHF | 88 719 CHF | 100,00% | 100,00% |