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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 100 000 | 100 000 | 99 061 | 99 061 | 87 014 CHF | 88 005 CHF | 100,00% | 100,00% |
20/11/2024 | 1,15% | 0,88 CHF | 0,89 CHF | 100 000 | 100 000 | 99 061 | 99 061 | 86 786 CHF | 87 778 CHF | 100,00% | 100,00% |
19/11/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 100 000 | 100 000 | 99 051 | 99 051 | 88 348 CHF | 89 340 CHF | 98,90% | 98,90% |
18/11/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 100 000 | 100 000 | 99 064 | 99 064 | 87 285 CHF | 88 277 CHF | 100,00% | 100,00% |
15/11/2024 | 1,11% | 0,89 CHF | 0,90 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 89 359 CHF | 90 359 CHF | 72,13% | 72,13% |
14/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 100 000 | 100 000 | 99 061 | 99 061 | 89 090 CHF | 90 082 CHF | 100,00% | 100,00% |
13/11/2024 | 1,12% | 0,90 CHF | 0,91 CHF | 100 000 | 100 000 | 99 054 | 99 054 | 89 137 CHF | 90 129 CHF | 99,32% | 99,32% |
12/11/2024 | 1,13% | 0,91 CHF | 0,92 CHF | 100 000 | 100 000 | 99 058 | 99 058 | 88 129 CHF | 89 120 CHF | 100,00% | 100,00% |
11/11/2024 | 1,18% | 0,86 CHF | 0,87 CHF | 100 000 | 100 000 | 99 064 | 99 064 | 84 539 CHF | 85 530 CHF | 100,00% | 100,00% |
08/11/2024 | 1,17% | 0,86 CHF | 0,87 CHF | 100 000 | 100 000 | 99 063 | 99 063 | 84 987 CHF | 85 978 CHF | 100,00% | 100,00% |