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 | 1,14% | 0,86 CHF | 0,87 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 87 019 CHF | 88 019 CHF | 100,00% | 100,00% |
19/11/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 85 549 CHF | 86 549 CHF | 100,00% | 100,00% |
18/11/2024 | 1,15% | 0,88 CHF | 0,89 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 86 758 CHF | 87 758 CHF | 100,00% | 100,00% |
15/11/2024 | 1,08% | 0,90 CHF | 0,91 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 91 894 CHF | 92 894 CHF | 100,00% | 100,00% |
14/11/2024 | 1,04% | 1,00 CHF | 1,01 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 95 871 CHF | 96 871 CHF | 99,44% | 99,44% |
13/11/2024 | 1,09% | 0,93 CHF | 0,94 CHF | 100 000 | 100 000 | 99 818 | 99 818 | 92 810 CHF | 93 822 CHF | 98,88% | 98,88% |
12/11/2024 | 1,01% | 0,96 CHF | 0,97 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 98 335 CHF | 99 335 CHF | 100,00% | 100,00% |
11/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 102 433 CHF | 103 433 CHF | 100,00% | 100,00% |
08/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 101 844 CHF | 102 844 CHF | 99,51% | 99,51% |
07/11/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 100 000 | 100 000 | 98 701 | 98 701 | 103 124 CHF | 104 147 CHF | 99,06% | 99,06% |