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 | 0,92% | 1,11 CHF | 1,12 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 108 429 CHF | 109 429 CHF | 99,82% | 99,82% |
19/11/2024 | 0,87% | 1,05 CHF | 1,06 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 115 077 CHF | 116 077 CHF | 97,45% | 97,45% |
18/11/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 131 847 CHF | 132 847 CHF | 100,00% | 100,00% |
15/11/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 133 597 CHF | 134 597 CHF | 100,00% | 100,00% |
14/11/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 138 871 CHF | 139 871 CHF | 100,00% | 100,00% |
13/11/2024 | 0,75% | 1,38 CHF | 1,39 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 133 346 CHF | 134 346 CHF | 99,94% | 99,94% |
12/11/2024 | 0,67% | 1,46 CHF | 1,47 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 149 666 CHF | 150 666 CHF | 100,00% | 100,00% |
11/11/2024 | 0,63% | 1,55 CHF | 1,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 159 323 CHF | 160 323 CHF | 99,78% | 99,78% |
08/11/2024 | 0,67% | 1,52 CHF | 1,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 149 721 CHF | 150 721 CHF | 100,00% | 100,00% |
07/11/2024 | 0,65% | 1,48 CHF | 1,49 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 153 068 CHF | 154 068 CHF | 99,70% | 99,70% |