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 | 1,04% | 0,97 CHF | 0,98 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 95 540 CHF | 96 540 CHF | 100,00% | 100,00% |
19/11/2024 | 1,02% | 0,96 CHF | 0,97 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 97 689 CHF | 98 689 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 0,98 CHF | 0,99 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 99 116 CHF | 100 116 CHF | 100,00% | 100,00% |
15/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 98 069 CHF | 99 069 CHF | 100,00% | 100,00% |
14/11/2024 | 0,99% | 0,98 CHF | 0,99 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 100 095 CHF | 101 095 CHF | 99,22% | 99,22% |
13/11/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 100 000 | 100 000 | 99 160 | 99 160 | 102 292 CHF | 103 288 CHF | 99,36% | 99,36% |
12/11/2024 | 1,04% | 0,99 CHF | 1,00 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 95 508 CHF | 96 508 CHF | 100,00% | 100,00% |
11/11/2024 | 1,14% | 0,90 CHF | 0,91 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 86 880 CHF | 87 880 CHF | 100,00% | 100,00% |
08/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 88 497 CHF | 89 497 CHF | 100,00% | 100,00% |
07/11/2024 | 1,18% | 0,88 CHF | 0,89 CHF | 100 000 | 100 000 | 97 916 | 97 395 | 85 928 CHF | 86 463 CHF | 98,73% | 98,73% |