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 | 0,80% | 1,29 CHF | 1,30 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 124 948 CHF | 125 948 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 126 223 CHF | 127 223 CHF | 100,00% | 100,00% |
18/11/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 118 522 CHF | 119 522 CHF | 100,00% | 100,00% |
15/11/2024 | 0,89% | 1,15 CHF | 1,16 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 112 370 CHF | 113 370 CHF | 100,00% | 100,00% |
14/11/2024 | 0,99% | 0,98 CHF | 0,99 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 100 784 CHF | 101 784 CHF | 99,24% | 99,24% |
13/11/2024 | 1,07% | 0,96 CHF | 0,97 CHF | 100 000 | 100 000 | 99 704 | 99 704 | 93 795 CHF | 94 803 CHF | 99,40% | 99,40% |
12/11/2024 | 1,04% | 0,97 CHF | 0,98 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 95 414 CHF | 96 414 CHF | 100,00% | 100,00% |
11/11/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 88 337 CHF | 89 337 CHF | 100,00% | 100,00% |
08/11/2024 | 1,06% | 0,96 CHF | 0,97 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 93 888 CHF | 94 888 CHF | 100,00% | 100,00% |
07/11/2024 | 1,18% | 0,87 CHF | 0,88 CHF | 100 000 | 100 000 | 98 697 | 98 697 | 87 237 CHF | 88 264 CHF | 98,74% | 98,74% |