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 | 1,09% | 0,96 CHF | 0,97 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 91 702 CHF | 92 702 CHF | 100,00% | 100,00% |
19/11/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 92 923 CHF | 93 923 CHF | 100,00% | 100,00% |
18/11/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 85 479 CHF | 86 479 CHF | 100,00% | 100,00% |
15/11/2024 | 1,26% | 0,82 CHF | 0,83 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 79 103 CHF | 80 103 CHF | 100,00% | 100,00% |
14/11/2024 | 1,47% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 67 577 CHF | 68 577 CHF | 99,24% | 99,24% |
13/11/2024 | 1,66% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 99 849 | 99 704 | 60 730 CHF | 61 650 CHF | 99,40% | 99,40% |
12/11/2024 | 1,60% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 62 157 CHF | 63 157 CHF | 100,00% | 100,00% |
11/11/2024 | 1,80% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 048 CHF | 56 048 CHF | 100,00% | 100,00% |
08/11/2024 | 1,64% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 655 CHF | 61 655 CHF | 100,00% | 100,00% |
07/11/2024 | 1,88% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 99 479 | 98 697 | 54 913 CHF | 55 485 CHF | 98,74% | 98,74% |