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 | 0,61% | 1,68 CHF | 1,69 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 163 752 CHF | 164 752 CHF | 100,00% | 100,00% |
19/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 165 659 CHF | 166 659 CHF | 100,00% | 100,00% |
18/11/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 161 041 CHF | 162 041 CHF | 100,00% | 100,00% |
15/11/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 155 150 CHF | 156 150 CHF | 100,00% | 100,00% |
14/11/2024 | 0,65% | 1,51 CHF | 1,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 153 952 CHF | 154 952 CHF | 99,52% | 99,52% |
13/11/2024 | 0,66% | 1,55 CHF | 1,56 CHF | 100 000 | 100 000 | 99 147 | 99 147 | 152 402 CHF | 153 405 CHF | 99,32% | 99,32% |
12/11/2024 | 0,69% | 1,51 CHF | 1,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 143 671 CHF | 144 671 CHF | 100,00% | 100,00% |
11/11/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 137 646 CHF | 138 646 CHF | 100,00% | 100,00% |
08/11/2024 | 0,69% | 1,47 CHF | 1,48 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 144 887 CHF | 145 887 CHF | 100,00% | 100,00% |
07/11/2024 | 0,76% | 1,35 CHF | 1,36 CHF | 100 000 | 100 000 | 97 406 | 97 406 | 134 573 CHF | 135 572 CHF | 99,12% | 99,12% |