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 | 1,20% | 1,69 CHF | 1,71 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 166 373 CHF | 168 373 CHF | 99,53% | 99,53% |
19/11/2024 | 1,22% | 1,64 CHF | 1,66 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 163 526 CHF | 165 526 CHF | 99,49% | 99,49% |
18/11/2024 | 1,23% | 1,60 CHF | 1,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 161 566 CHF | 163 566 CHF | 99,51% | 99,51% |
15/11/2024 | 1,26% | 1,55 CHF | 1,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 157 116 CHF | 159 116 CHF | 98,95% | 98,95% |
14/11/2024 | 1,21% | 1,62 CHF | 1,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 164 759 CHF | 166 759 CHF | 99,57% | 99,57% |
13/11/2024 | 1,26% | 1,72 CHF | 1,74 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 158 581 CHF | 160 581 CHF | 97,05% | 97,05% |
12/11/2024 | 1,38% | 1,49 CHF | 1,51 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 144 392 CHF | 146 392 CHF | 99,56% | 99,56% |
11/11/2024 | 1,38% | 1,43 CHF | 1,45 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 143 483 CHF | 145 483 CHF | 99,51% | 99,51% |
08/11/2024 | 1,38% | 1,45 CHF | 1,47 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 144 061 CHF | 146 061 CHF | 99,51% | 99,51% |
07/11/2024 | 1,47% | 1,35 CHF | 1,37 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 135 075 CHF | 137 075 CHF | 99,08% | 99,08% |