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 | 1,08% | 0,88 CHF | 0,89 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 92 539 CHF | 93 539 CHF | 100,00% | 100,00% |
19/11/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 90 846 CHF | 91 846 CHF | 100,00% | 100,00% |
18/11/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 95 648 CHF | 96 648 CHF | 100,00% | 100,00% |
15/11/2024 | 0,98% | 0,99 CHF | 1,00 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 101 850 CHF | 102 850 CHF | 100,00% | 100,00% |
14/11/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 103 048 CHF | 104 048 CHF | 99,52% | 99,52% |
13/11/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 100 000 | 100 000 | 99 147 | 99 147 | 102 647 CHF | 103 649 CHF | 99,32% | 99,32% |
12/11/2024 | 0,88% | 1,07 CHF | 1,08 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 113 740 CHF | 114 740 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 119 811 CHF | 120 811 CHF | 100,00% | 100,00% |
08/11/2024 | 0,88% | 1,11 CHF | 1,12 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 112 998 CHF | 113 998 CHF | 100,00% | 100,00% |
07/11/2024 | 0,87% | 1,23 CHF | 1,24 CHF | 100 000 | 100 000 | 97 406 | 97 406 | 116 493 CHF | 117 488 CHF | 99,12% | 99,12% |