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 | 0,80% | 1,23 CHF | 1,24 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 124 401 CHF | 125 401 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 122 858 CHF | 123 858 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 124 075 CHF | 125 075 CHF | 100,00% | 100,00% |
15/11/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 129 252 CHF | 130 252 CHF | 100,00% | 100,00% |
14/11/2024 | 0,75% | 1,37 CHF | 1,38 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 133 279 CHF | 134 279 CHF | 99,44% | 99,44% |
13/11/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 100 000 | 100 000 | 99 818 | 99 818 | 130 114 CHF | 131 118 CHF | 98,88% | 98,88% |
12/11/2024 | 0,73% | 1,34 CHF | 1,35 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 135 712 CHF | 136 712 CHF | 100,00% | 100,00% |
11/11/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 139 847 CHF | 140 847 CHF | 100,00% | 100,00% |
08/11/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 139 208 CHF | 140 208 CHF | 99,51% | 99,51% |
07/11/2024 | 0,74% | 1,38 CHF | 1,39 CHF | 100 000 | 100 000 | 98 701 | 98 701 | 139 944 CHF | 140 967 CHF | 99,06% | 99,06% |