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 | 0,97% | 1,10 CHF | 1,11 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 102 988 CHF | 103 988 CHF | 98,09% | 98,09% |
19/11/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 109 981 CHF | 110 981 CHF | 96,51% | 96,51% |
18/11/2024 | 0,99% | 0,97 CHF | 0,98 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 100 102 CHF | 101 102 CHF | 96,68% | 96,68% |
15/11/2024 | 1,07% | 0,97 CHF | 0,98 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 92 727 CHF | 93 727 CHF | 96,12% | 96,12% |
14/11/2024 | 1,07% | 0,88 CHF | 0,89 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 93 108 CHF | 94 108 CHF | 98,59% | 98,59% |
13/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 110 144 CHF | 111 144 CHF | 98,98% | 98,98% |
12/11/2024 | 1,05% | 1,08 CHF | 1,09 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 94 652 CHF | 95 652 CHF | 98,57% | 98,57% |
11/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 80 890 CHF | 81 890 CHF | 97,86% | 97,86% |
08/11/2024 | 1,09% | 0,95 CHF | 0,96 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 91 503 CHF | 92 503 CHF | 98,79% | 98,79% |
07/11/2024 | 1,16% | 0,82 CHF | 0,83 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 86 056 CHF | 87 056 CHF | 98,24% | 98,24% |