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 | 0,87% | 1,19 CHF | 1,20 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 114 833 CHF | 115 833 CHF | 100,00% | 100,00% |
19/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 116 768 CHF | 117 768 CHF | 100,00% | 100,00% |
18/11/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 112 135 CHF | 113 135 CHF | 100,00% | 100,00% |
15/11/2024 | 0,94% | 1,09 CHF | 1,10 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 106 275 CHF | 107 275 CHF | 100,00% | 100,00% |
14/11/2024 | 0,95% | 1,02 CHF | 1,03 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 105 031 CHF | 106 031 CHF | 99,52% | 99,52% |
13/11/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 100 000 | 100 000 | 99 147 | 99 147 | 103 902 CHF | 104 904 CHF | 99,32% | 99,32% |
12/11/2024 | 1,05% | 1,02 CHF | 1,03 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 94 869 CHF | 95 869 CHF | 100,00% | 100,00% |
11/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 88 756 CHF | 89 756 CHF | 100,00% | 100,00% |
08/11/2024 | 1,04% | 0,99 CHF | 1,00 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 96 079 CHF | 97 079 CHF | 100,00% | 100,00% |
07/11/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 100 000 | 100 000 | 97 925 | 97 406 | 87 489 CHF | 87 990 CHF | 99,12% | 99,12% |