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 | 0,54% | 1,73 CHF | 1,74 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 184 758 CHF | 185 758 CHF | 99,97% | 99,97% |
19/11/2024 | 0,58% | 1,76 CHF | 1,77 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 172 412 CHF | 173 412 CHF | 99,99% | 99,99% |
18/11/2024 | 0,52% | 1,96 CHF | 1,97 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 190 983 CHF | 191 983 CHF | 99,99% | 99,99% |
15/11/2024 | 0,49% | 1,97 CHF | 1,98 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 205 600 CHF | 206 613 CHF | 99,99% | 99,99% |
14/11/2024 | 0,48% | 2,16 CHF | 2,17 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 206 250 CHF | 207 251 CHF | 99,32% | 99,32% |
13/11/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 178 864 CHF | 179 869 CHF | 96,75% | 96,75% |
12/11/2024 | 0,48% | 1,82 CHF | 1,83 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 209 949 CHF | 210 949 CHF | 99,99% | 99,99% |
11/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 238 955 CHF | 239 955 CHF | 100,00% | 100,00% |
08/11/2024 | 0,45% | 2,13 CHF | 2,14 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 220 303 CHF | 221 303 CHF | 100,00% | 100,00% |
07/11/2024 | 0,43% | 2,42 CHF | 2,43 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 234 145 CHF | 235 145 CHF | 100,00% | 100,00% |