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 | 0,85% | 1,10 CHF | 1,18 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 116 792 CHF | 117 792 CHF | 14,13% | 90,21% |
19/11/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 112 765 CHF | 113 765 CHF | 100,00% | 100,00% |
18/11/2024 | 0,90% | 1,15 CHF | 1,16 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 114 685 CHF | 115 726 CHF | 99,38% | 99,38% |
15/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 153 CHF | 90 908 CHF | 100,00% | 100,00% |
14/11/2024 | 0,87% | 1,23 CHF | 1,24 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 617 CHF | 91 409 CHF | 99,22% | 99,22% |
13/11/2024 | 0,87% | 1,20 CHF | 1,21 CHF | 100 000 | 100 000 | 98 897 | 98 897 | 115 065 CHF | 116 065 CHF | 99,36% | 99,36% |
12/11/2024 | 0,82% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 91 268 CHF | 92 018 CHF | 100,00% | 100,00% |
11/11/2024 | 0,97% | 1,25 CHF | 1,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 94 564 CHF | 95 483 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 91 293 CHF | 92 043 CHF | 100,00% | 100,00% |
07/11/2024 | 0,86% | 1,23 CHF | 1,24 CHF | 100 000 | 100 000 | 97 396 | 97 396 | 118 463 CHF | 119 463 CHF | 98,73% | 98,73% |