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 | 1,05% | 0,98 CHF | 0,99 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 95 071 CHF | 96 071 CHF | 100,00% | 100,00% |
19/11/2024 | 1,18% | 0,92 CHF | 0,93 CHF | 100 000 | 100 000 | 98 649 | 98 649 | 91 929 CHF | 92 935 CHF | 99,97% | 99,97% |
18/11/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 95 048 CHF | 96 048 CHF | 100,00% | 100,00% |
15/11/2024 | 1,20% | 0,96 CHF | 0,97 CHF | 100 000 | 100 000 | 98 217 | 98 210 | 92 930 CHF | 93 922 CHF | 100,00% | 100,00% |
14/11/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 100 000 | 100 000 | 99 347 | 99 347 | 96 488 CHF | 97 492 CHF | 99,30% | 99,30% |
13/11/2024 | 1,14% | 0,93 CHF | 0,94 CHF | 100 000 | 100 000 | 99 592 | 99 592 | 89 257 CHF | 90 259 CHF | 95,63% | 95,63% |
12/11/2024 | 1,12% | 0,90 CHF | 0,91 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 89 114 CHF | 90 114 CHF | 100,00% | 100,00% |
11/11/2024 | 1,17% | 0,86 CHF | 0,87 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 85 092 CHF | 86 092 CHF | 100,00% | 100,00% |
08/11/2024 | 1,32% | 0,79 CHF | 0,80 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 75 251 CHF | 76 251 CHF | 100,00% | 100,00% |
07/11/2024 | 1,36% | 0,73 CHF | 0,74 CHF | 100 000 | 100 000 | 99 697 | 99 697 | 74 629 CHF | 75 631 CHF | 99,99% | 99,99% |