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 | 0,63% | 1,55 CHF | 1,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 158 947 CHF | 159 947 CHF | 99,73% | 99,73% |
19/11/2024 | 0,63% | 1,56 CHF | 1,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 158 284 CHF | 159 284 CHF | 99,82% | 99,82% |
18/11/2024 | 0,63% | 1,62 CHF | 1,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 158 352 CHF | 159 352 CHF | 100,00% | 100,00% |
15/11/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 161 808 CHF | 162 808 CHF | 100,00% | 100,00% |
14/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 100 000 | 100 000 | 100 000 | 99 998 | 163 620 CHF | 164 617 CHF | 100,00% | 100,00% |
13/11/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 153 883 CHF | 154 883 CHF | 99,92% | 99,92% |
12/11/2024 | 0,64% | 1,53 CHF | 1,54 CHF | 100 000 | 100 000 | 100 000 | 99 996 | 156 638 CHF | 157 631 CHF | 100,00% | 100,00% |
11/11/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 162 807 CHF | 163 807 CHF | 99,65% | 99,65% |
08/11/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 164 508 CHF | 165 508 CHF | 100,00% | 100,00% |
07/11/2024 | 0,58% | 1,68 CHF | 1,69 CHF | 100 000 | 100 000 | 99 995 | 100 000 | 170 687 CHF | 171 694 CHF | 99,70% | 99,70% |