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 | 1,09% | 0,98 CHF | 0,99 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 183 220 CHF | 185 220 CHF | 95,88% | 95,88% |
19/11/2024 | 1,02% | 0,93 CHF | 0,94 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 194 197 CHF | 196 197 CHF | 99,92% | 99,92% |
18/11/2024 | 1,02% | 0,95 CHF | 0,96 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 97 836 CHF | 98 836 CHF | 95,75% | 95,75% |
15/11/2024 | 1,06% | 0,97 CHF | 0,98 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 94 204 CHF | 95 204 CHF | 95,83% | 95,83% |
14/11/2024 | 1,15% | 0,87 CHF | 0,88 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 86 609 CHF | 87 609 CHF | 95,84% | 95,84% |
13/11/2024 | 1,13% | 0,86 CHF | 0,87 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 87 874 CHF | 88 874 CHF | 99,84% | 99,84% |
12/11/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 87 385 CHF | 88 385 CHF | 99,67% | 99,67% |
11/11/2024 | 1,18% | 0,82 CHF | 0,83 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 84 248 CHF | 85 248 CHF | 95,74% | 95,74% |
08/11/2024 | 1,11% | 0,89 CHF | 0,90 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 89 640 CHF | 90 640 CHF | 99,93% | 99,93% |
07/11/2024 | 1,08% | 0,89 CHF | 0,90 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 91 933 CHF | 92 933 CHF | 95,75% | 95,75% |