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 | 1,12% | 0,84 CHF | 0,85 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 88 584 CHF | 89 584 CHF | 100,00% | 100,00% |
19/11/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 87 543 CHF | 88 543 CHF | 100,00% | 100,00% |
18/11/2024 | 1,04% | 0,93 CHF | 0,94 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 95 245 CHF | 96 245 CHF | 100,00% | 100,00% |
15/11/2024 | 0,98% | 0,99 CHF | 1,00 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 101 944 CHF | 102 944 CHF | 100,00% | 100,00% |
14/11/2024 | 0,88% | 1,17 CHF | 1,18 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 113 642 CHF | 114 642 CHF | 99,24% | 99,24% |
13/11/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 100 000 | 100 000 | 99 704 | 99 704 | 120 202 CHF | 121 213 CHF | 99,40% | 99,40% |
12/11/2024 | 0,83% | 1,17 CHF | 1,18 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 119 360 CHF | 120 360 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 126 412 CHF | 127 412 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 1,19 CHF | 1,20 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 121 411 CHF | 122 411 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 1,28 CHF | 1,29 CHF | 100 000 | 100 000 | 98 697 | 98 697 | 125 196 CHF | 126 222 CHF | 98,74% | 98,74% |