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 | 1,13% | 0,93 CHF | 0,94 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 87 932 CHF | 88 932 CHF | 100,00% | 100,00% |
19/11/2024 | 1,04% | 0,93 CHF | 0,94 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 95 786 CHF | 96 786 CHF | 92,96% | 92,96% |
18/11/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 90 505 CHF | 91 505 CHF | 100,00% | 100,00% |
15/11/2024 | 1,19% | 0,84 CHF | 0,85 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 83 441 CHF | 84 441 CHF | 100,00% | 100,00% |
14/11/2024 | 1,20% | 0,81 CHF | 0,82 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 82 518 CHF | 83 518 CHF | 99,22% | 99,22% |
13/11/2024 | 1,12% | 0,87 CHF | 0,88 CHF | 100 000 | 100 000 | 99 274 | 99 158 | 88 241 CHF | 89 130 CHF | 99,36% | 99,36% |
12/11/2024 | 1,19% | 0,90 CHF | 0,91 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 83 422 CHF | 84 422 CHF | 100,00% | 100,00% |
11/11/2024 | 1,37% | 0,78 CHF | 0,79 CHF | 100 000 | 100 000 | 97 467 | 97 467 | 76 701 CHF | 77 717 CHF | 100,00% | 100,00% |
08/11/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 85 279 CHF | 86 279 CHF | 100,00% | 100,00% |
07/11/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 83 050 CHF | 84 050 CHF | 90,22% | 90,22% |