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 | 0,81% | 1,25 CHF | 1,26 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 122 841 CHF | 123 841 CHF | 100,00% | 100,00% |
19/11/2024 | 0,89% | 1,23 CHF | 1,24 CHF | 100 000 | 100 000 | 98 649 | 98 649 | 122 168 CHF | 123 175 CHF | 99,97% | 99,97% |
18/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 121 016 CHF | 122 016 CHF | 100,00% | 100,00% |
15/11/2024 | 0,95% | 1,21 CHF | 1,22 CHF | 100 000 | 100 000 | 98 216 | 98 210 | 117 338 CHF | 118 331 CHF | 99,99% | 99,99% |
14/11/2024 | 0,86% | 1,20 CHF | 1,21 CHF | 100 000 | 100 000 | 99 347 | 99 347 | 120 129 CHF | 121 132 CHF | 99,30% | 99,30% |
13/11/2024 | 0,85% | 1,23 CHF | 1,24 CHF | 100 000 | 100 000 | 99 596 | 99 596 | 120 200 CHF | 121 202 CHF | 96,43% | 96,43% |
12/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 121 622 CHF | 122 622 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 120 363 CHF | 121 363 CHF | 99,99% | 99,99% |
08/11/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 119 065 CHF | 120 065 CHF | 100,00% | 100,00% |
07/11/2024 | 0,88% | 1,17 CHF | 1,18 CHF | 100 000 | 100 000 | 99 697 | 99 697 | 115 292 CHF | 116 294 CHF | 99,99% | 99,99% |