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 | 0,98% | 1,03 CHF | 1,04 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 101 834 CHF | 102 834 CHF | 99,97% | 99,97% |
19/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 101 915 CHF | 102 915 CHF | 99,83% | 99,83% |
18/11/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 99 650 CHF | 100 650 CHF | 99,91% | 99,91% |
15/11/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 99 037 CHF | 100 037 CHF | 100,00% | 100,00% |
14/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 100 833 CHF | 101 833 CHF | 99,64% | 99,64% |
13/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 100 542 CHF | 101 542 CHF | 99,94% | 99,94% |
12/11/2024 | 1,01% | 1,00 CHF | 1,01 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 98 885 CHF | 99 885 CHF | 99,78% | 99,78% |
11/11/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 93 461 CHF | 94 461 CHF | 99,81% | 99,81% |
08/11/2024 | 1,06% | 0,95 CHF | 0,96 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 94 201 CHF | 95 201 CHF | 99,84% | 99,84% |
07/11/2024 | 1,09% | 0,91 CHF | 0,92 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 90 922 CHF | 91 922 CHF | 99,90% | 99,90% |