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 | 1,26% | 0,99 CHF | 1,01 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 99 639 CHF | 100 902 CHF | 100,00% | 100,00% |
19/11/2024 | 1,35% | 0,97 CHF | 0,99 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 100 072 CHF | 101 428 CHF | 100,00% | 100,00% |
18/11/2024 | 1,41% | 1,02 CHF | 1,03 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 101 933 CHF | 103 377 CHF | 100,00% | 100,00% |
15/11/2024 | 1,45% | 1,01 CHF | 1,02 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 101 400 CHF | 102 881 CHF | 100,00% | 100,00% |
14/11/2024 | 1,50% | 1,03 CHF | 1,05 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 102 381 CHF | 103 926 CHF | 99,52% | 99,52% |
13/11/2024 | 1,53% | 1,02 CHF | 1,04 CHF | 100 000 | 100 000 | 99 147 | 99 147 | 102 046 CHF | 103 612 CHF | 99,32% | 99,32% |
12/11/2024 | 1,17% | 1,04 CHF | 1,05 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 104 674 CHF | 105 911 CHF | 100,00% | 100,00% |
11/11/2024 | 1,23% | 1,06 CHF | 1,07 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 106 112 CHF | 107 424 CHF | 100,00% | 100,00% |
08/11/2024 | 1,45% | 1,05 CHF | 1,07 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 105 246 CHF | 106 784 CHF | 100,00% | 100,00% |
07/11/2024 | 1,53% | 1,06 CHF | 1,08 CHF | 100 000 | 100 000 | 97 408 | 97 408 | 103 249 CHF | 104 810 CHF | 99,13% | 99,13% |