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 | 106 579 CHF | 107 579 CHF | 99,39% | 99,39% |
19/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 100 356 CHF | 101 356 CHF | 99,29% | 99,29% |
18/11/2024 | 0,96% | 1,01 CHF | 1,02 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 103 513 CHF | 104 513 CHF | 99,29% | 99,29% |
15/11/2024 | 0,87% | 1,07 CHF | 1,08 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 114 773 CHF | 115 773 CHF | 99,39% | 99,39% |
14/11/2024 | 0,90% | 1,14 CHF | 1,15 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 110 025 CHF | 111 025 CHF | 99,39% | 99,39% |
13/11/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 112 664 CHF | 113 664 CHF | 99,39% | 99,39% |
12/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 110 407 CHF | 111 407 CHF | 99,10% | 99,10% |
11/11/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 114 049 CHF | 115 049 CHF | 99,31% | 99,31% |
08/11/2024 | 0,98% | 1,07 CHF | 1,08 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 101 594 CHF | 102 594 CHF | 99,39% | 99,39% |
07/11/2024 | 0,88% | 1,09 CHF | 1,10 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 112 762 CHF | 113 762 CHF | 99,27% | 99,27% |