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 | 0,66% | 1,53 CHF | 1,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 151 064 CHF | 152 064 CHF | 100,00% | 100,00% |
19/11/2024 | 0,72% | 1,51 CHF | 1,52 CHF | 100 000 | 100 000 | 98 649 | 98 649 | 150 017 CHF | 151 024 CHF | 99,95% | 99,95% |
18/11/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 149 203 CHF | 150 203 CHF | 100,00% | 100,00% |
15/11/2024 | 0,77% | 1,49 CHF | 1,50 CHF | 100 000 | 100 000 | 98 213 | 98 209 | 145 051 CHF | 146 045 CHF | 99,99% | 99,99% |
14/11/2024 | 0,70% | 1,48 CHF | 1,49 CHF | 100 000 | 100 000 | 99 347 | 99 347 | 148 231 CHF | 149 234 CHF | 99,26% | 99,26% |
13/11/2024 | 0,69% | 1,51 CHF | 1,52 CHF | 100 000 | 100 000 | 99 541 | 99 541 | 148 190 CHF | 149 192 CHF | 84,82% | 84,82% |
12/11/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 149 857 CHF | 150 857 CHF | 100,00% | 100,00% |
11/11/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 148 658 CHF | 149 658 CHF | 99,99% | 99,99% |
08/11/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 147 345 CHF | 148 345 CHF | 100,00% | 100,00% |
07/11/2024 | 0,71% | 1,45 CHF | 1,46 CHF | 100 000 | 100 000 | 99 697 | 99 697 | 143 567 CHF | 144 568 CHF | 99,99% | 99,99% |