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% | 1,44 CHF | 1,45 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 141 495 CHF | 142 495 CHF | 100,00% | 100,00% |
19/11/2024 | 0,77% | 1,42 CHF | 1,43 CHF | 100 000 | 100 000 | 98 649 | 98 649 | 140 548 CHF | 141 554 CHF | 99,94% | 99,94% |
18/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 139 622 CHF | 140 622 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 1,40 CHF | 1,41 CHF | 100 000 | 100 000 | 98 213 | 98 210 | 135 572 CHF | 136 567 CHF | 99,99% | 99,99% |
14/11/2024 | 0,75% | 1,38 CHF | 1,39 CHF | 100 000 | 100 000 | 99 347 | 99 347 | 138 647 CHF | 139 650 CHF | 99,25% | 99,25% |
13/11/2024 | 0,74% | 1,42 CHF | 1,43 CHF | 100 000 | 100 000 | 99 598 | 99 598 | 138 768 CHF | 139 770 CHF | 96,98% | 96,98% |
12/11/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 140 154 CHF | 141 154 CHF | 100,00% | 100,00% |
11/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 139 000 CHF | 140 000 CHF | 99,99% | 99,99% |
08/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 137 750 CHF | 138 750 CHF | 100,00% | 100,00% |
07/11/2024 | 0,76% | 1,35 CHF | 1,36 CHF | 100 000 | 100 000 | 99 697 | 99 697 | 133 916 CHF | 134 918 CHF | 99,99% | 99,99% |