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 | 0,70% | 1,44 CHF | 1,45 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 142 084 CHF | 143 084 CHF | 100,00% | 100,00% |
19/11/2024 | 0,77% | 1,42 CHF | 1,43 CHF | 100 000 | 100 000 | 98 649 | 98 649 | 141 155 CHF | 142 162 CHF | 99,96% | 99,96% |
18/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 140 212 CHF | 141 212 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 1,40 CHF | 1,41 CHF | 100 000 | 100 000 | 98 213 | 98 209 | 136 215 CHF | 137 210 CHF | 99,99% | 99,99% |
14/11/2024 | 0,75% | 1,39 CHF | 1,40 CHF | 100 000 | 100 000 | 99 347 | 99 347 | 139 303 CHF | 140 307 CHF | 99,27% | 99,27% |
13/11/2024 | 0,74% | 1,42 CHF | 1,43 CHF | 100 000 | 100 000 | 99 541 | 99 541 | 139 237 CHF | 140 239 CHF | 84,85% | 84,85% |
12/11/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 140 861 CHF | 141 861 CHF | 100,00% | 100,00% |
11/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 139 658 CHF | 140 658 CHF | 99,99% | 99,99% |
08/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 138 340 CHF | 139 340 CHF | 100,00% | 100,00% |
07/11/2024 | 0,75% | 1,36 CHF | 1,37 CHF | 100 000 | 100 000 | 99 697 | 99 697 | 134 588 CHF | 135 590 CHF | 99,99% | 99,99% |