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 | 0,65% | 1,56 CHF | 1,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 153 332 CHF | 154 332 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 1,54 CHF | 1,55 CHF | 100 000 | 100 000 | 98 649 | 98 649 | 152 236 CHF | 153 242 CHF | 99,97% | 99,97% |
18/11/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 151 425 CHF | 152 425 CHF | 100,00% | 100,00% |
15/11/2024 | 0,76% | 1,52 CHF | 1,53 CHF | 100 000 | 100 000 | 98 213 | 98 210 | 147 211 CHF | 148 206 CHF | 99,99% | 99,99% |
14/11/2024 | 0,69% | 1,50 CHF | 1,51 CHF | 100 000 | 100 000 | 99 347 | 99 347 | 150 432 CHF | 151 436 CHF | 99,28% | 99,28% |
13/11/2024 | 0,68% | 1,54 CHF | 1,55 CHF | 100 000 | 100 000 | 99 584 | 99 584 | 150 525 CHF | 151 528 CHF | 93,59% | 93,59% |
12/11/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 152 037 CHF | 153 037 CHF | 100,00% | 100,00% |
11/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 150 902 CHF | 151 902 CHF | 99,99% | 99,99% |
08/11/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 149 607 CHF | 150 607 CHF | 100,00% | 100,00% |
07/11/2024 | 0,70% | 1,47 CHF | 1,48 CHF | 100 000 | 100 000 | 99 697 | 99 697 | 145 759 CHF | 146 760 CHF | 99,99% | 99,99% |