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 | 0,59% | 1,73 CHF | 1,74 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 168 416 CHF | 169 416 CHF | 100,00% | 100,00% |
19/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 169 708 CHF | 170 708 CHF | 100,00% | 100,00% |
18/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 162 273 CHF | 163 273 CHF | 100,00% | 100,00% |
15/11/2024 | 0,64% | 1,59 CHF | 1,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 156 056 CHF | 157 056 CHF | 100,00% | 100,00% |
14/11/2024 | 0,69% | 1,41 CHF | 1,42 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 144 358 CHF | 145 358 CHF | 99,24% | 99,24% |
13/11/2024 | 0,74% | 1,40 CHF | 1,41 CHF | 100 000 | 100 000 | 99 704 | 99 704 | 137 229 CHF | 138 241 CHF | 99,40% | 99,40% |
12/11/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 139 134 CHF | 140 134 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 132 003 CHF | 133 003 CHF | 100,00% | 100,00% |
08/11/2024 | 0,73% | 1,40 CHF | 1,41 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 137 376 CHF | 138 376 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 1,31 CHF | 1,32 CHF | 100 000 | 100 000 | 98 697 | 98 697 | 130 390 CHF | 131 417 CHF | 98,74% | 98,74% |