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 | 0,87% | 1,16 CHF | 1,17 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 114 758 CHF | 115 758 CHF | 99,39% | 99,39% |
19/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 120 807 CHF | 121 807 CHF | 99,27% | 99,27% |
18/11/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 118 403 CHF | 119 403 CHF | 99,28% | 99,28% |
15/11/2024 | 0,92% | 1,15 CHF | 1,16 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 107 679 CHF | 108 679 CHF | 99,39% | 99,39% |
14/11/2024 | 0,89% | 1,08 CHF | 1,09 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 112 204 CHF | 113 204 CHF | 99,39% | 99,39% |
13/11/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 109 627 CHF | 110 627 CHF | 99,38% | 99,38% |
12/11/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 111 740 CHF | 112 740 CHF | 99,10% | 99,10% |
11/11/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 108 390 CHF | 109 390 CHF | 99,31% | 99,31% |
08/11/2024 | 0,82% | 1,16 CHF | 1,17 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 121 344 CHF | 122 344 CHF | 99,39% | 99,39% |
07/11/2024 | 0,90% | 1,15 CHF | 1,16 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 111 086 CHF | 112 086 CHF | 99,29% | 99,29% |