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 | 1,34% | 0,78 CHF | 0,79 CHF | 100 000 | 100 000 | 99 058 | 97 958 | 74 088 CHF | 74 238 CHF | 99,77% | 99,98% |
19/11/2024 | 1,37% | 0,71 CHF | 0,72 CHF | 100 000 | 100 000 | 99 478 | 99 460 | 72 654 CHF | 73 636 CHF | 96,84% | 98,68% |
18/11/2024 | 1,34% | 0,73 CHF | 0,74 CHF | 100 000 | 100 000 | 99 487 | 99 462 | 74 341 CHF | 75 318 CHF | 98,14% | 99,97% |
15/11/2024 | 1,34% | 0,76 CHF | 0,77 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 74 278 CHF | 75 278 CHF | 70,86% | 70,86% |
14/11/2024 | 1,30% | 0,74 CHF | 0,75 CHF | 100 000 | 100 000 | 99 488 | 99 460 | 76 604 CHF | 77 578 CHF | 98,13% | 99,97% |
13/11/2024 | 1,44% | 0,73 CHF | 0,74 CHF | 100 000 | 100 000 | 99 285 | 98 379 | 69 118 CHF | 69 465 CHF | 90,90% | 91,72% |
12/11/2024 | 1,45% | 0,70 CHF | 0,71 CHF | 100 000 | 100 000 | 99 072 | 97 935 | 68 555 CHF | 68 750 CHF | 99,80% | 99,95% |
11/11/2024 | 1,54% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 99 073 | 97 953 | 64 637 CHF | 64 875 CHF | 99,77% | 99,95% |
08/11/2024 | 1,80% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 99 062 | 98 218 | 55 140 CHF | 55 651 CHF | 99,47% | 99,96% |
07/11/2024 | 1,80% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 99 493 | 98 697 | 55 017 CHF | 55 580 CHF | 98,98% | 99,96% |