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 | 0,86% | 1,16 CHF | 1,17 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 116 266 CHF | 117 266 CHF | 100,00% | 100,00% |
19/11/2024 | 0,92% | 1,20 CHF | 1,21 CHF | 100 000 | 100 000 | 98 649 | 98 649 | 117 141 CHF | 118 148 CHF | 99,97% | 99,97% |
18/11/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 114 902 CHF | 115 902 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 1,14 CHF | 1,15 CHF | 100 000 | 100 000 | 98 218 | 98 213 | 112 025 CHF | 113 019 CHF | 99,99% | 99,99% |
14/11/2024 | 0,92% | 1,15 CHF | 1,16 CHF | 100 000 | 100 000 | 99 347 | 99 347 | 112 658 CHF | 113 661 CHF | 99,27% | 99,27% |
13/11/2024 | 0,86% | 1,19 CHF | 1,20 CHF | 100 000 | 100 000 | 99 598 | 99 598 | 119 168 CHF | 120 170 CHF | 96,85% | 96,85% |
12/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 120 958 CHF | 121 958 CHF | 99,99% | 99,99% |
11/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 123 400 CHF | 124 400 CHF | 99,99% | 99,99% |
08/11/2024 | 0,76% | 1,29 CHF | 1,30 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 131 143 CHF | 132 143 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 1,31 CHF | 1,32 CHF | 100 000 | 100 000 | 99 697 | 99 697 | 128 209 CHF | 129 211 CHF | 99,99% | 99,99% |