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 | 0,76% | 1,35 CHF | 1,36 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 130 989 CHF | 131 989 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 132 942 CHF | 133 942 CHF | 100,00% | 100,00% |
18/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 128 352 CHF | 129 352 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 122 474 CHF | 123 474 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 1,18 CHF | 1,19 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 121 209 CHF | 122 209 CHF | 99,52% | 99,52% |
13/11/2024 | 0,84% | 1,22 CHF | 1,23 CHF | 100 000 | 100 000 | 99 147 | 99 147 | 119 994 CHF | 120 994 CHF | 99,32% | 99,32% |
12/11/2024 | 0,90% | 1,18 CHF | 1,19 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 111 016 CHF | 112 016 CHF | 100,00% | 100,00% |
11/11/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 104 967 CHF | 105 967 CHF | 100,00% | 100,00% |
08/11/2024 | 0,89% | 1,15 CHF | 1,16 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 112 171 CHF | 113 171 CHF | 100,00% | 100,00% |
07/11/2024 | 0,99% | 1,03 CHF | 1,04 CHF | 100 000 | 100 000 | 97 406 | 97 406 | 102 742 CHF | 103 742 CHF | 99,12% | 99,12% |