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% | 1,30 CHF | 1,31 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 127 097 CHF | 128 097 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 124 264 CHF | 125 264 CHF | 99,92% | 99,92% |
18/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 121 329 CHF | 122 329 CHF | 99,92% | 99,92% |
15/11/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 118 329 CHF | 119 329 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 1,17 CHF | 1,18 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 120 351 CHF | 121 351 CHF | 100,00% | 100,00% |
13/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 128 220 CHF | 129 220 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 1,27 CHF | 1,28 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 123 125 CHF | 124 125 CHF | 99,70% | 99,70% |
11/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 118 330 CHF | 119 330 CHF | 99,91% | 99,91% |
08/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 120 355 CHF | 121 355 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 119 765 CHF | 120 765 CHF | 99,90% | 99,90% |