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 | 0,75% | 1,34 CHF | 1,35 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 132 070 CHF | 133 070 CHF | 100,00% | 100,00% |
19/11/2024 | 0,82% | 1,32 CHF | 1,33 CHF | 100 000 | 100 000 | 98 649 | 98 649 | 131 274 CHF | 132 281 CHF | 99,96% | 99,96% |
18/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 130 203 CHF | 131 203 CHF | 100,00% | 100,00% |
15/11/2024 | 0,88% | 1,30 CHF | 1,31 CHF | 100 000 | 100 000 | 98 213 | 98 210 | 126 383 CHF | 127 379 CHF | 99,99% | 99,99% |
14/11/2024 | 0,80% | 1,29 CHF | 1,30 CHF | 100 000 | 100 000 | 99 347 | 99 347 | 129 343 CHF | 130 347 CHF | 99,28% | 99,28% |
13/11/2024 | 0,79% | 1,32 CHF | 1,33 CHF | 100 000 | 100 000 | 99 541 | 99 541 | 129 257 CHF | 130 259 CHF | 84,85% | 84,85% |
12/11/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 130 843 CHF | 131 843 CHF | 100,00% | 100,00% |
11/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 129 637 CHF | 130 637 CHF | 99,99% | 99,99% |
08/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 128 296 CHF | 129 296 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 1,26 CHF | 1,27 CHF | 100 000 | 100 000 | 99 697 | 99 697 | 124 581 CHF | 125 583 CHF | 99,99% | 99,99% |