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 | 1,43% | 0,72 CHF | 0,73 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 69 763 CHF | 70 763 CHF | 99,83% | 99,83% |
19/11/2024 | 1,32% | 0,67 CHF | 0,68 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 76 699 CHF | 77 699 CHF | 97,55% | 97,55% |
18/11/2024 | 1,06% | 0,96 CHF | 0,97 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 93 931 CHF | 94 931 CHF | 100,00% | 100,00% |
15/11/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 95 351 CHF | 96 351 CHF | 100,00% | 100,00% |
14/11/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 100 593 CHF | 101 593 CHF | 100,00% | 100,00% |
13/11/2024 | 1,04% | 1,00 CHF | 1,01 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 95 589 CHF | 96 589 CHF | 99,94% | 99,94% |
12/11/2024 | 0,90% | 1,07 CHF | 1,08 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 111 163 CHF | 112 163 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 1,16 CHF | 1,17 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 120 710 CHF | 121 710 CHF | 99,78% | 99,78% |
08/11/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 111 440 CHF | 112 440 CHF | 100,00% | 100,00% |
07/11/2024 | 0,87% | 1,09 CHF | 1,10 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 114 290 CHF | 115 290 CHF | 99,70% | 99,70% |