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 | 1,28% | 0,79 CHF | 0,80 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 155 262 CHF | 157 262 CHF | 100,00% | 100,00% |
19/11/2024 | 1,25% | 0,81 CHF | 0,82 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 159 588 CHF | 161 588 CHF | 93,14% | 93,14% |
18/11/2024 | 1,15% | 0,83 CHF | 0,84 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 86 226 CHF | 87 226 CHF | 100,00% | 100,00% |
15/11/2024 | 1,05% | 0,93 CHF | 0,94 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 94 684 CHF | 95 684 CHF | 100,00% | 100,00% |
14/11/2024 | 0,98% | 0,96 CHF | 0,97 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 101 280 CHF | 102 280 CHF | 99,57% | 99,57% |
13/11/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 100 000 | 100 000 | 99 704 | 99 704 | 97 486 CHF | 98 490 CHF | 99,31% | 99,31% |
12/11/2024 | 1,04% | 1,00 CHF | 1,01 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 95 841 CHF | 96 841 CHF | 100,00% | 100,00% |
11/11/2024 | 1,87% | 0,91 CHF | 0,92 CHF | 100 000 | 100 000 | 82 511 | 82 511 | 72 791 CHF | 73 945 CHF | 100,00% | 100,00% |
08/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 109 847 CHF | 110 847 CHF | 100,00% | 100,00% |
07/11/2024 | 2,07% | 1,05 CHF | 1,07 CHF | 75 000 | 75 000 | 56 121 | 56 121 | 58 089 CHF | 59 152 CHF | 88,62% | 88,62% |