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 | 1,01% | 0,88 CHF | 0,89 CHF | 100 000 | 100 000 | 99 994 | 99 994 | 98 818 CHF | 99 818 CHF | 100,00% | 100,00% |
19/11/2024 | 1,12% | 0,92 CHF | 0,93 CHF | 90 000 | 90 000 | 89 995 | 89 995 | 80 297 CHF | 81 197 CHF | 100,00% | 100,00% |
18/11/2024 | 0,96% | 1,08 CHF | 1,09 CHF | 90 000 | 90 000 | 89 803 | 89 803 | 93 518 CHF | 94 418 CHF | 99,06% | 99,06% |
15/11/2024 | 0,85% | 1,10 CHF | 1,11 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 105 396 CHF | 106 296 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 1,26 CHF | 1,27 CHF | 100 000 | 100 000 | 99 991 | 99 991 | 116 220 CHF | 117 220 CHF | 99,08% | 99,08% |
13/11/2024 | 1,10% | 0,88 CHF | 0,89 CHF | 100 000 | 100 000 | 99 999 | 99 999 | 90 380 CHF | 91 380 CHF | 100,00% | 100,00% |
12/11/2024 | 0,87% | 0,94 CHF | 0,95 CHF | 90 000 | 90 000 | 89 993 | 89 993 | 103 060 CHF | 103 960 CHF | 100,00% | 100,00% |
11/11/2024 | 0,72% | 1,36 CHF | 1,37 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 124 263 CHF | 125 163 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 1,16 CHF | 1,17 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 109 215 CHF | 110 115 CHF | 100,00% | 100,00% |
07/11/2024 | 0,75% | 1,39 CHF | 1,40 CHF | 100 000 | 100 000 | 99 993 | 99 993 | 132 834 CHF | 133 834 CHF | 99,67% | 99,67% |