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 | 0,91% | 1,10 CHF | 1,11 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 109 385 CHF | 110 385 CHF | 100,00% | 100,00% |
19/11/2024 | 1,03% | 1,06 CHF | 1,07 CHF | 100 000 | 100 000 | 98 650 | 98 650 | 105 470 CHF | 106 476 CHF | 99,98% | 99,98% |
18/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 110 960 CHF | 111 960 CHF | 100,00% | 100,00% |
15/11/2024 | 1,01% | 1,12 CHF | 1,13 CHF | 100 000 | 100 000 | 98 218 | 98 213 | 110 263 CHF | 111 257 CHF | 99,99% | 99,99% |
14/11/2024 | 0,92% | 1,12 CHF | 1,13 CHF | 100 000 | 100 000 | 99 347 | 99 347 | 112 521 CHF | 113 524 CHF | 99,26% | 99,26% |
13/11/2024 | 0,96% | 1,08 CHF | 1,09 CHF | 100 000 | 100 000 | 99 592 | 99 592 | 106 569 CHF | 107 571 CHF | 95,46% | 95,46% |
12/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 105 941 CHF | 106 941 CHF | 99,99% | 99,99% |
11/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 103 611 CHF | 104 611 CHF | 99,99% | 99,99% |
08/11/2024 | 1,03% | 0,98 CHF | 0,99 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 96 470 CHF | 97 470 CHF | 100,00% | 100,00% |
07/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 100 000 | 100 000 | 99 697 | 99 697 | 98 801 CHF | 99 803 CHF | 99,99% | 99,99% |