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 | 0,88% | 1,08 CHF | 1,09 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 112 645 CHF | 113 645 CHF | 100,00% | 100,00% |
19/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 110 846 CHF | 111 846 CHF | 100,00% | 100,00% |
18/11/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 115 648 CHF | 116 648 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 1,19 CHF | 1,20 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 121 850 CHF | 122 850 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 1,26 CHF | 1,27 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 123 048 CHF | 124 048 CHF | 99,52% | 99,52% |
13/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 100 000 | 100 000 | 99 147 | 99 147 | 122 476 CHF | 123 478 CHF | 99,32% | 99,32% |
12/11/2024 | 0,75% | 1,27 CHF | 1,28 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 133 740 CHF | 134 740 CHF | 100,00% | 100,00% |
11/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 139 811 CHF | 140 811 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 1,30 CHF | 1,31 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 132 921 CHF | 133 921 CHF | 100,00% | 100,00% |
07/11/2024 | 0,75% | 1,43 CHF | 1,44 CHF | 100 000 | 100 000 | 97 406 | 97 406 | 135 974 CHF | 136 969 CHF | 99,12% | 99,12% |