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 | 0,78% | 1,30 CHF | 1,31 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 128 261 CHF | 129 261 CHF | 99,81% | 99,81% |
19/11/2024 | 0,74% | 1,24 CHF | 1,25 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 134 743 CHF | 135 743 CHF | 97,45% | 97,45% |
18/11/2024 | 0,66% | 1,54 CHF | 1,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 151 341 CHF | 152 341 CHF | 100,00% | 100,00% |
15/11/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 153 169 CHF | 154 169 CHF | 100,00% | 100,00% |
14/11/2024 | 0,63% | 1,61 CHF | 1,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 158 432 CHF | 159 432 CHF | 100,00% | 100,00% |
13/11/2024 | 0,65% | 1,57 CHF | 1,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 152 801 CHF | 153 801 CHF | 99,95% | 99,95% |
12/11/2024 | 0,59% | 1,65 CHF | 1,66 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 169 304 CHF | 170 304 CHF | 100,00% | 100,00% |
11/11/2024 | 0,56% | 1,74 CHF | 1,75 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 179 028 CHF | 180 028 CHF | 99,78% | 99,78% |
08/11/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 169 308 CHF | 170 308 CHF | 100,00% | 100,00% |
07/11/2024 | 0,58% | 1,67 CHF | 1,68 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 172 679 CHF | 173 679 CHF | 99,70% | 99,70% |