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% | 0,80 CHF | 0,81 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 77 422 CHF | 78 422 CHF | 99,49% | 99,49% |
19/11/2024 | 1,20% | 0,82 CHF | 0,83 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 82 684 CHF | 83 684 CHF | 97,54% | 97,54% |
18/11/2024 | 1,31% | 0,75 CHF | 0,76 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 76 000 CHF | 77 000 CHF | 99,39% | 99,39% |
15/11/2024 | 1,26% | 0,78 CHF | 0,79 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 78 597 CHF | 79 597 CHF | 98,85% | 98,85% |
14/11/2024 | 1,19% | 0,80 CHF | 0,81 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 83 633 CHF | 84 633 CHF | 99,49% | 99,49% |
13/11/2024 | 1,14% | 0,94 CHF | 0,95 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 87 125 CHF | 88 125 CHF | 95,82% | 95,82% |
12/11/2024 | 1,23% | 0,86 CHF | 0,87 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 80 769 CHF | 81 769 CHF | 99,56% | 99,56% |
11/11/2024 | 1,19% | 0,77 CHF | 0,78 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 83 845 CHF | 84 845 CHF | 94,72% | 94,72% |
08/11/2024 | 1,06% | 0,96 CHF | 0,97 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 94 121 CHF | 95 121 CHF | 91,95% | 91,95% |
07/11/2024 | 1,25% | 0,83 CHF | 0,84 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 79 437 CHF | 80 437 CHF | 99,53% | 99,53% |