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 | 0,70% | 1,47 CHF | 1,48 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 142 472 CHF | 143 472 CHF | 100,00% | 100,00% |
19/11/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 143 894 CHF | 144 894 CHF | 100,00% | 100,00% |
18/11/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 136 273 CHF | 137 273 CHF | 100,00% | 100,00% |
15/11/2024 | 0,77% | 1,33 CHF | 1,34 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 130 056 CHF | 131 056 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 1,15 CHF | 1,16 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 118 400 CHF | 119 400 CHF | 99,24% | 99,24% |
13/11/2024 | 0,91% | 1,14 CHF | 1,15 CHF | 100 000 | 100 000 | 99 704 | 99 704 | 111 306 CHF | 112 318 CHF | 99,40% | 99,40% |
12/11/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 113 134 CHF | 114 134 CHF | 100,00% | 100,00% |
11/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 106 003 CHF | 107 003 CHF | 100,00% | 100,00% |
08/11/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 111 589 CHF | 112 589 CHF | 100,00% | 100,00% |
07/11/2024 | 0,99% | 1,05 CHF | 1,06 CHF | 100 000 | 100 000 | 98 697 | 98 697 | 104 729 CHF | 105 755 CHF | 98,74% | 98,74% |