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 | 1,32% | 0,72 CHF | 0,73 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 75 379 CHF | 76 379 CHF | 99,49% | 99,49% |
19/11/2024 | 1,35% | 0,76 CHF | 0,77 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 73 538 CHF | 74 538 CHF | 99,40% | 99,40% |
18/11/2024 | 1,25% | 0,75 CHF | 0,76 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 79 223 CHF | 80 223 CHF | 98,89% | 98,89% |
15/11/2024 | 1,05% | 0,77 CHF | 0,78 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 95 471 CHF | 96 471 CHF | 98,20% | 98,20% |
14/11/2024 | 0,95% | 1,01 CHF | 1,02 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 104 336 CHF | 105 336 CHF | 98,73% | 98,73% |
13/11/2024 | 1,01% | 1,06 CHF | 1,07 CHF | 95 000 | 100 000 | 100 000 | 100 000 | 98 535 CHF | 99 535 CHF | 94,03% | 94,03% |
12/11/2024 | 1,25% | 0,89 CHF | 0,90 CHF | 97 000 | 100 000 | 100 000 | 100 000 | 79 767 CHF | 80 767 CHF | 82,73% | 82,73% |
11/11/2024 | 1,36% | 0,80 CHF | 0,81 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 73 233 CHF | 74 233 CHF | 99,05% | 99,05% |
08/11/2024 | 1,30% | 0,72 CHF | 0,73 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 76 199 CHF | 77 199 CHF | 99,43% | 99,43% |
07/11/2024 | 1,23% | 0,75 CHF | 0,76 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 80 779 CHF | 81 779 CHF | 92,24% | 92,24% |