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 | 0,89% | 1,14 CHF | 1,15 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 111 829 CHF | 112 829 CHF | 100,00% | 100,00% |
19/11/2024 | 0,97% | 1,12 CHF | 1,13 CHF | 100 000 | 100 000 | 98 649 | 98 649 | 111 304 CHF | 112 311 CHF | 99,96% | 99,96% |
18/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 110 003 CHF | 111 003 CHF | 100,00% | 100,00% |
15/11/2024 | 1,05% | 1,10 CHF | 1,11 CHF | 100 000 | 100 000 | 98 216 | 98 210 | 106 518 CHF | 107 512 CHF | 99,99% | 99,99% |
14/11/2024 | 0,95% | 1,09 CHF | 1,10 CHF | 100 000 | 100 000 | 99 347 | 99 347 | 109 180 CHF | 110 183 CHF | 99,27% | 99,27% |
13/11/2024 | 0,94% | 1,12 CHF | 1,13 CHF | 100 000 | 100 000 | 99 596 | 99 596 | 109 230 CHF | 110 232 CHF | 96,41% | 96,41% |
12/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 110 602 CHF | 111 602 CHF | 100,00% | 100,00% |
11/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 109 331 CHF | 110 331 CHF | 99,99% | 99,99% |
08/11/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 108 050 CHF | 109 050 CHF | 100,00% | 100,00% |
07/11/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 100 000 | 100 000 | 99 697 | 99 697 | 104 294 CHF | 105 296 CHF | 99,99% | 99,99% |