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 | 0,90% | 1,14 CHF | 1,15 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 111 098 CHF | 112 098 CHF | 100,00% | 100,00% |
19/11/2024 | 1,01% | 1,07 CHF | 1,08 CHF | 100 000 | 100 000 | 98 649 | 98 649 | 107 704 CHF | 108 711 CHF | 99,97% | 99,97% |
18/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 111 112 CHF | 112 112 CHF | 100,00% | 100,00% |
15/11/2024 | 1,02% | 1,12 CHF | 1,13 CHF | 100 000 | 100 000 | 98 215 | 98 210 | 108 720 CHF | 109 713 CHF | 100,00% | 100,00% |
14/11/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 100 000 | 100 000 | 99 347 | 99 347 | 112 477 CHF | 113 481 CHF | 99,29% | 99,29% |
13/11/2024 | 0,97% | 1,09 CHF | 1,10 CHF | 100 000 | 100 000 | 99 592 | 99 592 | 105 189 CHF | 106 191 CHF | 95,63% | 95,63% |
12/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 105 096 CHF | 106 096 CHF | 100,00% | 100,00% |
11/11/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 101 026 CHF | 102 026 CHF | 100,00% | 100,00% |
08/11/2024 | 1,09% | 0,94 CHF | 0,95 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 91 053 CHF | 92 053 CHF | 100,00% | 100,00% |
07/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 100 000 | 100 000 | 99 697 | 99 697 | 90 419 CHF | 91 421 CHF | 99,99% | 99,99% |