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 | 0,59% | 1,63 CHF | 1,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 168 410 CHF | 169 410 CHF | 99,83% | 99,83% |
19/11/2024 | 0,63% | 1,62 CHF | 1,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 159 048 CHF | 160 048 CHF | 99,85% | 99,85% |
18/11/2024 | 0,61% | 1,66 CHF | 1,67 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 163 735 CHF | 164 735 CHF | 100,00% | 100,00% |
15/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 161 975 CHF | 162 975 CHF | 100,00% | 100,00% |
14/11/2024 | 0,61% | 1,67 CHF | 1,68 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 164 257 CHF | 165 257 CHF | 100,00% | 100,00% |
13/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 161 797 CHF | 162 797 CHF | 99,94% | 99,94% |
12/11/2024 | 0,58% | 1,65 CHF | 1,66 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 170 624 CHF | 171 624 CHF | 100,00% | 100,00% |
11/11/2024 | 0,58% | 1,76 CHF | 1,77 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 173 336 CHF | 174 336 CHF | 99,74% | 99,74% |
08/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 167 440 CHF | 168 440 CHF | 100,00% | 100,00% |
07/11/2024 | 0,55% | 1,79 CHF | 1,80 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 180 961 CHF | 181 961 CHF | 99,68% | 99,68% |