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 | 0,73% | 1,33 CHF | 1,34 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 136 136 CHF | 137 136 CHF | 99,49% | 99,49% |
19/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 133 977 CHF | 134 977 CHF | 98,86% | 98,86% |
18/11/2024 | 0,71% | 1,36 CHF | 1,37 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 139 902 CHF | 140 902 CHF | 98,95% | 98,95% |
15/11/2024 | 0,64% | 1,38 CHF | 1,39 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 156 063 CHF | 157 063 CHF | 99,49% | 99,49% |
14/11/2024 | 0,60% | 1,62 CHF | 1,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 165 202 CHF | 166 202 CHF | 99,49% | 99,49% |
13/11/2024 | 0,63% | 1,67 CHF | 1,68 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 159 063 CHF | 160 063 CHF | 99,27% | 99,27% |
12/11/2024 | 0,70% | 1,56 CHF | 1,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 142 528 CHF | 143 528 CHF | 98,95% | 98,95% |
11/11/2024 | 0,75% | 1,40 CHF | 1,41 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 132 959 CHF | 133 959 CHF | 99,32% | 99,32% |
08/11/2024 | 0,74% | 1,32 CHF | 1,33 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 135 188 CHF | 136 188 CHF | 99,43% | 99,43% |
07/11/2024 | 0,71% | 1,34 CHF | 1,35 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 139 712 CHF | 140 712 CHF | 99,34% | 99,34% |