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 | 0,70% | 1,36 CHF | 1,37 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 114 579 CHF | 115 379 CHF | 99,37% | 99,37% |
19/11/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 114 773 CHF | 115 573 CHF | 99,28% | 99,28% |
18/11/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 153 870 CHF | 154 870 CHF | 99,28% | 99,28% |
15/11/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 150 428 CHF | 151 428 CHF | 99,38% | 99,38% |
14/11/2024 | 0,71% | 1,45 CHF | 1,46 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 140 041 CHF | 141 041 CHF | 99,37% | 99,37% |
13/11/2024 | 0,76% | 1,29 CHF | 1,30 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 131 701 CHF | 132 701 CHF | 99,39% | 99,39% |
12/11/2024 | 0,68% | 1,38 CHF | 1,39 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 147 237 CHF | 148 237 CHF | 99,08% | 99,08% |
11/11/2024 | 0,69% | 1,49 CHF | 1,50 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 145 436 CHF | 146 436 CHF | 99,27% | 99,27% |
08/11/2024 | 0,69% | 1,41 CHF | 1,42 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 144 657 CHF | 145 657 CHF | 99,39% | 99,39% |
07/11/2024 | 0,63% | 1,62 CHF | 1,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 157 738 CHF | 158 738 CHF | 99,29% | 99,29% |