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 | 1,01% | 0,95 CHF | 0,96 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 99 081 CHF | 100 081 CHF | 100,00% | 100,00% |
19/11/2024 | 1,02% | 0,97 CHF | 0,98 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 97 341 CHF | 98 341 CHF | 100,00% | 100,00% |
18/11/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 102 175 CHF | 103 175 CHF | 100,00% | 100,00% |
15/11/2024 | 0,92% | 1,06 CHF | 1,07 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 108 327 CHF | 109 327 CHF | 100,00% | 100,00% |
14/11/2024 | 0,91% | 1,12 CHF | 1,13 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 109 593 CHF | 110 593 CHF | 99,52% | 99,52% |
13/11/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 100 000 | 100 000 | 99 147 | 99 147 | 109 027 CHF | 110 027 CHF | 99,32% | 99,32% |
12/11/2024 | 0,83% | 1,13 CHF | 1,14 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 120 329 CHF | 121 329 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 126 244 CHF | 127 244 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 1,17 CHF | 1,18 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 119 548 CHF | 120 548 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 1,29 CHF | 1,30 CHF | 100 000 | 100 000 | 97 406 | 97 406 | 122 841 CHF | 123 840 CHF | 99,12% | 99,12% |