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 | 1,19% | 0,79 CHF | 0,80 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 83 645 CHF | 84 645 CHF | 100,00% | 100,00% |
19/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 81 992 CHF | 82 992 CHF | 100,00% | 100,00% |
18/11/2024 | 1,15% | 0,87 CHF | 0,88 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 86 715 CHF | 87 715 CHF | 100,00% | 100,00% |
15/11/2024 | 1,07% | 0,90 CHF | 0,91 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 92 912 CHF | 93 912 CHF | 100,00% | 100,00% |
14/11/2024 | 1,06% | 0,97 CHF | 0,98 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 94 167 CHF | 95 167 CHF | 99,52% | 99,52% |
13/11/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 100 000 | 100 000 | 99 265 | 99 147 | 93 964 CHF | 94 851 CHF | 99,32% | 99,32% |
12/11/2024 | 0,95% | 0,98 CHF | 0,99 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 104 872 CHF | 105 872 CHF | 100,00% | 100,00% |
11/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 110 898 CHF | 111 898 CHF | 100,00% | 100,00% |
08/11/2024 | 0,96% | 1,02 CHF | 1,03 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 104 113 CHF | 105 113 CHF | 100,00% | 100,00% |
07/11/2024 | 0,95% | 1,14 CHF | 1,15 CHF | 100 000 | 100 000 | 97 406 | 97 406 | 107 797 CHF | 108 797 CHF | 99,12% | 99,12% |