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 | 0,96% | 1,04 CHF | 1,05 CHF | 100 000 | 100 000 | 101 579 | 101 579 | 104 890 CHF | 105 905 CHF | 99,85% | 99,85% |
19/11/2024 | 0,94% | 1,01 CHF | 1,02 CHF | 110 000 | 110 000 | 102 390 | 102 390 | 108 698 CHF | 109 722 CHF | 85,80% | 90,48% |
18/11/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 114 644 CHF | 115 644 CHF | 99,61% | 99,61% |
15/11/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 115 723 CHF | 116 723 CHF | 99,95% | 99,95% |
14/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 118 401 CHF | 119 401 CHF | 99,13% | 99,13% |
13/11/2024 | 0,86% | 1,18 CHF | 1,19 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 115 452 CHF | 116 452 CHF | 99,56% | 99,56% |
12/11/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 123 783 CHF | 124 783 CHF | 99,76% | 99,76% |
11/11/2024 | 0,77% | 1,26 CHF | 1,27 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 128 639 CHF | 129 639 CHF | 99,83% | 99,83% |
08/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 123 829 CHF | 124 829 CHF | 99,84% | 99,84% |
07/11/2024 | 0,79% | 1,23 CHF | 1,24 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 125 416 CHF | 126 416 CHF | 99,88% | 99,88% |