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 | 0,55% | 1,85 CHF | 1,86 CHF | 100 000 | 100 000 | 99 061 | 99 061 | 182 767 CHF | 183 759 CHF | 100,00% | 100,00% |
19/11/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 100 000 | 100 000 | 99 051 | 99 051 | 181 313 CHF | 182 305 CHF | 98,89% | 98,89% |
18/11/2024 | 0,57% | 1,79 CHF | 1,80 CHF | 100 000 | 100 000 | 99 064 | 99 064 | 176 398 CHF | 177 390 CHF | 100,00% | 100,00% |
15/11/2024 | 0,55% | 1,79 CHF | 1,80 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 179 784 CHF | 180 784 CHF | 71,72% | 71,72% |
14/11/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 100 000 | 100 000 | 99 060 | 99 060 | 181 874 CHF | 182 865 CHF | 100,00% | 100,00% |
13/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 100 000 | 100 000 | 99 059 | 99 059 | 185 200 CHF | 186 191 CHF | 99,82% | 99,82% |
12/11/2024 | 0,54% | 1,89 CHF | 1,90 CHF | 100 000 | 100 000 | 99 058 | 99 058 | 185 559 CHF | 186 551 CHF | 100,00% | 100,00% |
11/11/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 100 000 | 100 000 | 99 002 | 99 002 | 180 605 CHF | 181 596 CHF | 100,00% | 100,00% |
08/11/2024 | 0,56% | 1,84 CHF | 1,85 CHF | 100 000 | 100 000 | 99 062 | 99 062 | 179 665 CHF | 180 656 CHF | 100,00% | 100,00% |
07/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 100 000 | 100 000 | 99 064 | 99 064 | 168 618 CHF | 169 610 CHF | 100,00% | 100,00% |