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 | 1,23% | 0,80 CHF | 0,81 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 80 972 CHF | 81 972 CHF | 100,00% | 100,00% |
19/11/2024 | 1,25% | 0,81 CHF | 0,82 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 79 508 CHF | 80 508 CHF | 100,00% | 100,00% |
18/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 80 726 CHF | 81 726 CHF | 100,00% | 100,00% |
15/11/2024 | 1,16% | 0,84 CHF | 0,85 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 85 867 CHF | 86 867 CHF | 100,00% | 100,00% |
14/11/2024 | 1,11% | 0,94 CHF | 0,95 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 89 851 CHF | 90 851 CHF | 99,44% | 99,44% |
13/11/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 100 000 | 100 000 | 99 818 | 99 818 | 86 792 CHF | 87 803 CHF | 98,88% | 98,88% |
12/11/2024 | 1,08% | 0,90 CHF | 0,91 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 92 312 CHF | 93 312 CHF | 100,00% | 100,00% |
11/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 96 360 CHF | 97 360 CHF | 100,00% | 100,00% |
08/11/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 95 844 CHF | 96 844 CHF | 99,51% | 99,51% |
07/11/2024 | 1,06% | 0,95 CHF | 0,96 CHF | 100 000 | 100 000 | 98 701 | 98 701 | 97 179 CHF | 98 201 CHF | 99,06% | 99,06% |