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 | 0,92% | 1,13 CHF | 1,14 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 108 702 CHF | 109 702 CHF | 100,00% | 100,00% |
19/11/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 109 923 CHF | 110 923 CHF | 100,00% | 100,00% |
18/11/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 102 311 CHF | 103 311 CHF | 100,00% | 100,00% |
15/11/2024 | 1,04% | 0,99 CHF | 1,00 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 96 103 CHF | 97 103 CHF | 100,00% | 100,00% |
14/11/2024 | 1,18% | 0,82 CHF | 0,83 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 84 577 CHF | 85 577 CHF | 99,24% | 99,24% |
13/11/2024 | 1,30% | 0,80 CHF | 0,81 CHF | 100 000 | 100 000 | 99 704 | 99 704 | 77 587 CHF | 78 600 CHF | 99,40% | 99,40% |
12/11/2024 | 1,26% | 0,81 CHF | 0,82 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 79 157 CHF | 80 157 CHF | 100,00% | 100,00% |
11/11/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 72 048 CHF | 73 048 CHF | 100,00% | 100,00% |
08/11/2024 | 1,28% | 0,80 CHF | 0,81 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 77 589 CHF | 78 589 CHF | 100,00% | 100,00% |
07/11/2024 | 1,44% | 0,71 CHF | 0,72 CHF | 100 000 | 100 000 | 98 697 | 98 697 | 71 237 CHF | 72 263 CHF | 98,74% | 98,74% |