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 | 1,07% | 1,88 CHF | 1,90 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 185 674 CHF | 187 674 CHF | 99,53% | 99,53% |
19/11/2024 | 1,09% | 1,83 CHF | 1,85 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 182 810 CHF | 184 810 CHF | 99,49% | 99,49% |
18/11/2024 | 1,10% | 1,79 CHF | 1,81 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 180 913 CHF | 182 913 CHF | 99,51% | 99,51% |
15/11/2024 | 1,13% | 1,75 CHF | 1,77 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 176 505 CHF | 178 505 CHF | 98,95% | 98,95% |
14/11/2024 | 1,08% | 1,81 CHF | 1,83 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 184 121 CHF | 186 121 CHF | 99,57% | 99,57% |
13/11/2024 | 1,12% | 1,91 CHF | 1,93 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 177 950 CHF | 179 950 CHF | 97,05% | 97,05% |
12/11/2024 | 1,21% | 1,68 CHF | 1,70 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 163 746 CHF | 165 746 CHF | 99,56% | 99,56% |
11/11/2024 | 1,22% | 1,62 CHF | 1,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 162 866 CHF | 164 866 CHF | 99,51% | 99,51% |
08/11/2024 | 1,22% | 1,64 CHF | 1,66 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 163 481 CHF | 165 481 CHF | 99,51% | 99,51% |
07/11/2024 | 1,29% | 1,54 CHF | 1,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 154 566 CHF | 156 566 CHF | 99,08% | 99,08% |