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 | 1,07% | 0,88 CHF | 0,89 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 93 264 CHF | 94 264 CHF | 90,21% | 90,21% |
19/11/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 90 765 CHF | 91 765 CHF | 100,00% | 100,00% |
18/11/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 92 893 CHF | 93 893 CHF | 99,38% | 99,38% |
15/11/2024 | 1,01% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 756 CHF | 74 506 CHF | 100,00% | 100,00% |
14/11/2024 | 1,01% | 1,01 CHF | 1,02 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 98 879 CHF | 99 879 CHF | 99,22% | 99,22% |
13/11/2024 | 1,08% | 0,98 CHF | 0,99 CHF | 100 000 | 100 000 | 99 275 | 99 159 | 93 664 CHF | 94 560 CHF | 99,36% | 99,36% |
12/11/2024 | 1,25% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 768 CHF | 75 706 CHF | 100,00% | 100,00% |
11/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 233 CHF | 78 983 CHF | 100,00% | 100,00% |
08/11/2024 | 1,16% | 1,00 CHF | 1,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 793 CHF | 75 665 CHF | 100,00% | 100,00% |
07/11/2024 | 1,06% | 1,01 CHF | 1,02 CHF | 100 000 | 100 000 | 97 917 | 97 396 | 97 526 CHF | 98 036 CHF | 98,73% | 98,73% |