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 | 1,54% | 0,82 CHF | 0,84 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 82 676 CHF | 83 961 CHF | 100,00% | 100,00% |
19/11/2024 | 1,62% | 0,80 CHF | 0,82 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 83 073 CHF | 84 428 CHF | 100,00% | 100,00% |
18/11/2024 | 1,62% | 0,85 CHF | 0,86 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 84 993 CHF | 86 377 CHF | 100,00% | 100,00% |
15/11/2024 | 1,74% | 0,84 CHF | 0,85 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 84 400 CHF | 85 881 CHF | 99,99% | 99,99% |
14/11/2024 | 1,79% | 0,86 CHF | 0,88 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 85 381 CHF | 86 926 CHF | 99,52% | 99,52% |
13/11/2024 | 1,87% | 0,85 CHF | 0,87 CHF | 100 000 | 100 000 | 99 265 | 99 147 | 85 291 CHF | 86 789 CHF | 99,32% | 99,32% |
12/11/2024 | 1,37% | 0,87 CHF | 0,88 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 87 697 CHF | 88 911 CHF | 100,00% | 100,00% |
11/11/2024 | 1,44% | 0,89 CHF | 0,90 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 89 127 CHF | 90 424 CHF | 100,00% | 100,00% |
08/11/2024 | 1,75% | 0,88 CHF | 0,90 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 88 246 CHF | 89 802 CHF | 100,00% | 100,00% |
07/11/2024 | 1,86% | 0,89 CHF | 0,91 CHF | 100 000 | 100 000 | 97 926 | 97 408 | 87 144 CHF | 88 280 CHF | 99,13% | 99,13% |