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 | 0,94% | 1,01 CHF | 1,02 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 105 584 CHF | 106 584 CHF | 100,00% | 100,00% |
19/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 104 543 CHF | 105 543 CHF | 100,00% | 100,00% |
18/11/2024 | 0,89% | 1,10 CHF | 1,11 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 112 283 CHF | 113 283 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 1,16 CHF | 1,17 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 118 944 CHF | 119 944 CHF | 100,00% | 100,00% |
14/11/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 130 915 CHF | 131 915 CHF | 99,24% | 99,24% |
13/11/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 100 000 | 100 000 | 99 704 | 99 704 | 137 152 CHF | 138 163 CHF | 99,40% | 99,40% |
12/11/2024 | 0,73% | 1,34 CHF | 1,35 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 136 360 CHF | 137 360 CHF | 100,00% | 100,00% |
11/11/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 143 412 CHF | 144 412 CHF | 100,00% | 100,00% |
08/11/2024 | 0,72% | 1,36 CHF | 1,37 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 138 411 CHF | 139 411 CHF | 100,00% | 100,00% |
07/11/2024 | 0,73% | 1,45 CHF | 1,46 CHF | 100 000 | 100 000 | 98 697 | 98 697 | 141 974 CHF | 143 000 CHF | 98,74% | 98,74% |