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 | 0,93% | 1,05 CHF | 1,06 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 106 566 CHF | 107 566 CHF | 100,00% | 100,00% |
19/11/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 105 054 CHF | 106 054 CHF | 100,00% | 100,00% |
18/11/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 106 257 CHF | 107 257 CHF | 100,00% | 100,00% |
15/11/2024 | 0,89% | 1,10 CHF | 1,11 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 111 413 CHF | 112 413 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 1,19 CHF | 1,20 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 115 408 CHF | 116 408 CHF | 99,44% | 99,44% |
13/11/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 100 000 | 100 000 | 99 818 | 99 818 | 112 288 CHF | 113 290 CHF | 98,88% | 98,88% |
12/11/2024 | 0,84% | 1,16 CHF | 1,17 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 117 888 CHF | 118 888 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 121 950 CHF | 122 950 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 121 351 CHF | 122 351 CHF | 99,51% | 99,51% |
07/11/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 100 000 | 100 000 | 98 701 | 98 701 | 122 316 CHF | 123 339 CHF | 99,06% | 99,06% |