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 | 0,69% | 1,48 CHF | 1,49 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 145 275 CHF | 146 275 CHF | 100,00% | 100,00% |
19/11/2024 | 0,77% | 1,42 CHF | 1,43 CHF | 100 000 | 100 000 | 98 649 | 98 649 | 141 334 CHF | 142 341 CHF | 99,97% | 99,97% |
18/11/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 145 317 CHF | 146 317 CHF | 100,00% | 100,00% |
15/11/2024 | 0,78% | 1,47 CHF | 1,48 CHF | 100 000 | 100 000 | 98 213 | 98 210 | 142 494 CHF | 143 488 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 1,45 CHF | 1,46 CHF | 100 000 | 100 000 | 99 347 | 99 347 | 146 605 CHF | 147 608 CHF | 99,29% | 99,29% |
13/11/2024 | 0,74% | 1,44 CHF | 1,45 CHF | 100 000 | 100 000 | 99 591 | 99 591 | 139 149 CHF | 140 151 CHF | 95,49% | 95,49% |
12/11/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 139 168 CHF | 140 168 CHF | 100,00% | 100,00% |
11/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 135 029 CHF | 136 029 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 1,28 CHF | 1,29 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 124 743 CHF | 125 743 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 100 000 | 100 000 | 99 697 | 99 697 | 124 140 CHF | 125 142 CHF | 99,99% | 99,99% |