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 | 0,82% | 1,18 CHF | 1,19 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 121 789 CHF | 122 789 CHF | 100,00% | 100,00% |
19/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 120 058 CHF | 121 058 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 124 715 CHF | 125 715 CHF | 100,00% | 100,00% |
15/11/2024 | 0,76% | 1,28 CHF | 1,29 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 130 912 CHF | 131 912 CHF | 100,00% | 100,00% |
14/11/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 132 167 CHF | 133 167 CHF | 99,52% | 99,52% |
13/11/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 100 000 | 100 000 | 99 147 | 99 147 | 131 528 CHF | 132 527 CHF | 99,32% | 99,32% |
12/11/2024 | 0,70% | 1,36 CHF | 1,37 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 142 872 CHF | 143 872 CHF | 100,00% | 100,00% |
11/11/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 148 898 CHF | 149 898 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 1,40 CHF | 1,41 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 141 998 CHF | 142 998 CHF | 100,00% | 100,00% |
07/11/2024 | 0,71% | 1,52 CHF | 1,53 CHF | 100 000 | 100 000 | 97 406 | 97 406 | 144 812 CHF | 145 811 CHF | 99,12% | 99,12% |