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 | 0,68% | 1,51 CHF | 1,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 146 461 CHF | 147 461 CHF | 100,00% | 100,00% |
19/11/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 148 233 CHF | 149 233 CHF | 100,00% | 100,00% |
18/11/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 143 679 CHF | 144 679 CHF | 100,00% | 100,00% |
15/11/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 137 894 CHF | 138 894 CHF | 100,00% | 100,00% |
14/11/2024 | 0,73% | 1,34 CHF | 1,35 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 136 650 CHF | 137 650 CHF | 99,52% | 99,52% |
13/11/2024 | 0,74% | 1,37 CHF | 1,38 CHF | 100 000 | 100 000 | 99 147 | 99 147 | 135 169 CHF | 136 169 CHF | 99,32% | 99,32% |
12/11/2024 | 0,79% | 1,33 CHF | 1,34 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 126 441 CHF | 127 441 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 120 351 CHF | 121 351 CHF | 100,00% | 100,00% |
08/11/2024 | 0,78% | 1,30 CHF | 1,31 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 127 568 CHF | 128 568 CHF | 100,00% | 100,00% |
07/11/2024 | 0,86% | 1,18 CHF | 1,19 CHF | 100 000 | 100 000 | 97 406 | 97 406 | 117 727 CHF | 118 727 CHF | 99,12% | 99,12% |