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 | 0,67% | 1,56 CHF | 1,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 149 553 CHF | 150 553 CHF | 97,89% | 97,89% |
19/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 156 481 CHF | 157 481 CHF | 96,37% | 96,37% |
18/11/2024 | 0,68% | 1,44 CHF | 1,45 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 146 692 CHF | 147 692 CHF | 96,81% | 96,81% |
15/11/2024 | 0,71% | 1,44 CHF | 1,45 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 139 420 CHF | 140 420 CHF | 96,08% | 96,08% |
14/11/2024 | 0,71% | 1,34 CHF | 1,35 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 139 739 CHF | 140 739 CHF | 98,64% | 98,64% |
13/11/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 156 804 CHF | 157 804 CHF | 98,94% | 98,94% |
12/11/2024 | 0,71% | 1,55 CHF | 1,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 141 241 CHF | 142 241 CHF | 98,56% | 98,56% |
11/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 127 477 CHF | 128 477 CHF | 97,85% | 97,85% |
08/11/2024 | 0,72% | 1,42 CHF | 1,43 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 138 233 CHF | 139 233 CHF | 98,78% | 98,78% |
07/11/2024 | 0,75% | 1,29 CHF | 1,30 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 132 908 CHF | 133 908 CHF | 98,22% | 98,22% |