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 | 0,77% | 1,32 CHF | 1,33 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 130 027 CHF | 131 027 CHF | 100,00% | 100,00% |
19/11/2024 | 0,84% | 1,30 CHF | 1,31 CHF | 100 000 | 100 000 | 98 649 | 98 649 | 129 274 CHF | 130 281 CHF | 99,95% | 99,95% |
18/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 128 182 CHF | 129 182 CHF | 100,00% | 100,00% |
15/11/2024 | 0,89% | 1,28 CHF | 1,29 CHF | 100 000 | 100 000 | 98 216 | 98 210 | 124 404 CHF | 125 397 CHF | 99,99% | 99,99% |
14/11/2024 | 0,82% | 1,27 CHF | 1,28 CHF | 100 000 | 100 000 | 99 347 | 99 347 | 127 317 CHF | 128 320 CHF | 99,27% | 99,27% |
13/11/2024 | 0,80% | 1,30 CHF | 1,31 CHF | 100 000 | 100 000 | 99 541 | 99 541 | 127 223 CHF | 128 225 CHF | 84,83% | 84,83% |
12/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 128 815 CHF | 129 815 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 127 607 CHF | 128 607 CHF | 99,99% | 99,99% |
08/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 126 269 CHF | 127 269 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 1,24 CHF | 1,25 CHF | 100 000 | 100 000 | 99 697 | 99 697 | 122 545 CHF | 123 546 CHF | 99,99% | 99,99% |