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 | 0,84% | 1,20 CHF | 1,21 CHF | 100 000 | 100 000 | 99 061 | 99 061 | 118 795 CHF | 119 786 CHF | 100,00% | 100,00% |
19/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 100 000 | 100 000 | 99 049 | 99 049 | 120 433 CHF | 121 425 CHF | 98,89% | 98,89% |
18/11/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 100 000 | 100 000 | 99 058 | 99 058 | 119 263 CHF | 120 255 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 121 869 CHF | 122 869 CHF | 71,72% | 71,72% |
14/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 100 000 | 100 000 | 99 059 | 99 059 | 120 954 CHF | 121 946 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 100 000 | 100 000 | 99 054 | 99 054 | 121 141 CHF | 122 132 CHF | 99,33% | 99,33% |
12/11/2024 | 0,83% | 1,23 CHF | 1,24 CHF | 100 000 | 100 000 | 99 058 | 99 058 | 120 187 CHF | 121 179 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 1,19 CHF | 1,20 CHF | 100 000 | 100 000 | 99 059 | 99 059 | 116 640 CHF | 117 632 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 100 000 | 100 000 | 99 062 | 99 062 | 116 902 CHF | 117 894 CHF | 100,00% | 100,00% |
07/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 100 000 | 100 000 | 99 060 | 99 060 | 117 519 CHF | 118 511 CHF | 100,00% | 100,00% |