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 | 0,59% | 1,70 CHF | 1,71 CHF | 100 000 | 100 000 | 99 061 | 99 061 | 168 445 CHF | 169 437 CHF | 100,00% | 100,00% |
19/11/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 100 000 | 100 000 | 99 051 | 99 051 | 166 954 CHF | 167 945 CHF | 98,89% | 98,89% |
18/11/2024 | 0,62% | 1,65 CHF | 1,66 CHF | 100 000 | 100 000 | 99 064 | 99 064 | 162 230 CHF | 163 221 CHF | 100,00% | 100,00% |
15/11/2024 | 0,60% | 1,64 CHF | 1,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 165 386 CHF | 166 386 CHF | 72,07% | 72,07% |
14/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 100 000 | 100 000 | 99 061 | 99 061 | 167 491 CHF | 168 483 CHF | 100,00% | 100,00% |
13/11/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 100 000 | 100 000 | 99 059 | 99 059 | 170 914 CHF | 171 906 CHF | 99,81% | 99,81% |
12/11/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 100 000 | 100 000 | 99 058 | 99 058 | 171 190 CHF | 172 182 CHF | 100,00% | 100,00% |
11/11/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 100 000 | 100 000 | 98 988 | 98 988 | 166 333 CHF | 167 324 CHF | 100,00% | 100,00% |
08/11/2024 | 0,60% | 1,70 CHF | 1,71 CHF | 100 000 | 100 000 | 99 062 | 99 062 | 165 392 CHF | 166 384 CHF | 100,00% | 100,00% |
07/11/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 100 000 | 100 000 | 99 061 | 99 061 | 154 302 CHF | 155 294 CHF | 100,00% | 100,00% |