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 | 0,78% | 1,33 CHF | 1,34 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 128 461 CHF | 129 461 CHF | 100,00% | 100,00% |
19/11/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 130 233 CHF | 131 233 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 125 679 CHF | 126 679 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 119 894 CHF | 120 894 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 1,16 CHF | 1,17 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 118 650 CHF | 119 650 CHF | 99,52% | 99,52% |
13/11/2024 | 0,86% | 1,19 CHF | 1,20 CHF | 100 000 | 100 000 | 99 147 | 99 147 | 117 322 CHF | 118 323 CHF | 99,32% | 99,32% |
12/11/2024 | 0,92% | 1,15 CHF | 1,16 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 108 441 CHF | 109 441 CHF | 100,00% | 100,00% |
11/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 102 351 CHF | 103 351 CHF | 100,00% | 100,00% |
08/11/2024 | 0,91% | 1,12 CHF | 1,13 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 109 568 CHF | 110 568 CHF | 100,00% | 100,00% |
07/11/2024 | 1,01% | 1,00 CHF | 1,01 CHF | 100 000 | 100 000 | 97 406 | 97 406 | 100 194 CHF | 101 193 CHF | 99,12% | 99,12% |