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 | 1,35% | 0,70 CHF | 0,71 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 73 789 CHF | 74 789 CHF | 100,00% | 100,00% |
19/11/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 72 058 CHF | 73 058 CHF | 100,00% | 100,00% |
18/11/2024 | 1,29% | 0,78 CHF | 0,79 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 76 865 CHF | 77 865 CHF | 100,00% | 100,00% |
15/11/2024 | 1,20% | 0,81 CHF | 0,82 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 83 034 CHF | 84 034 CHF | 100,00% | 100,00% |
14/11/2024 | 1,18% | 0,87 CHF | 0,88 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 84 253 CHF | 85 253 CHF | 99,52% | 99,52% |
13/11/2024 | 1,19% | 0,84 CHF | 0,85 CHF | 100 000 | 100 000 | 99 265 | 99 147 | 84 103 CHF | 85 002 CHF | 99,32% | 99,32% |
12/11/2024 | 1,05% | 0,88 CHF | 0,89 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 94 984 CHF | 95 984 CHF | 100,00% | 100,00% |
11/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 100 963 CHF | 101 963 CHF | 100,00% | 100,00% |
08/11/2024 | 1,06% | 0,92 CHF | 0,93 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 94 221 CHF | 95 221 CHF | 100,00% | 100,00% |
07/11/2024 | 1,03% | 1,04 CHF | 1,05 CHF | 100 000 | 100 000 | 97 925 | 97 406 | 98 696 CHF | 99 203 CHF | 99,12% | 99,12% |