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 | 0,65% | 1,57 CHF | 1,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 152 702 CHF | 153 702 CHF | 100,00% | 100,00% |
19/11/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 153 923 CHF | 154 923 CHF | 100,00% | 100,00% |
18/11/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 146 311 CHF | 147 311 CHF | 100,00% | 100,00% |
15/11/2024 | 0,71% | 1,43 CHF | 1,44 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 140 103 CHF | 141 103 CHF | 100,00% | 100,00% |
14/11/2024 | 0,77% | 1,26 CHF | 1,27 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 128 577 CHF | 129 577 CHF | 99,24% | 99,24% |
13/11/2024 | 0,83% | 1,24 CHF | 1,25 CHF | 100 000 | 100 000 | 99 704 | 99 704 | 121 457 CHF | 122 470 CHF | 99,39% | 99,39% |
12/11/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 123 157 CHF | 124 157 CHF | 100,00% | 100,00% |
11/11/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 116 048 CHF | 117 048 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 121 589 CHF | 122 589 CHF | 100,00% | 100,00% |
07/11/2024 | 0,90% | 1,15 CHF | 1,16 CHF | 100 000 | 100 000 | 98 697 | 98 697 | 114 664 CHF | 115 690 CHF | 98,74% | 98,74% |