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 | 1,02% | 1,00 CHF | 1,01 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 97 417 CHF | 98 417 CHF | 100,00% | 100,00% |
19/11/2024 | 1,15% | 0,94 CHF | 0,95 CHF | 100 000 | 100 000 | 98 650 | 98 650 | 94 238 CHF | 95 245 CHF | 99,98% | 99,98% |
18/11/2024 | 1,02% | 0,96 CHF | 0,97 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 97 345 CHF | 98 345 CHF | 100,00% | 100,00% |
15/11/2024 | 1,17% | 0,99 CHF | 1,00 CHF | 100 000 | 100 000 | 98 217 | 98 210 | 95 306 CHF | 96 298 CHF | 100,00% | 100,00% |
14/11/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 100 000 | 100 000 | 99 347 | 99 347 | 98 806 CHF | 99 810 CHF | 99,31% | 99,31% |
13/11/2024 | 1,12% | 0,96 CHF | 0,97 CHF | 100 000 | 100 000 | 99 582 | 99 582 | 91 478 CHF | 92 480 CHF | 93,31% | 93,31% |
12/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 91 370 CHF | 92 370 CHF | 100,00% | 100,00% |
11/11/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 87 415 CHF | 88 415 CHF | 100,00% | 100,00% |
08/11/2024 | 1,28% | 0,81 CHF | 0,82 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 77 517 CHF | 78 517 CHF | 100,00% | 100,00% |
07/11/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 100 000 | 100 000 | 99 697 | 99 697 | 76 934 CHF | 77 935 CHF | 99,99% | 99,99% |