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 | 0,86% | 1,11 CHF | 1,12 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 116 102 CHF | 117 102 CHF | 90,20% | 90,20% |
19/11/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 113 527 CHF | 114 527 CHF | 100,00% | 100,00% |
18/11/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 115 495 CHF | 116 495 CHF | 99,38% | 99,38% |
15/11/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 719 CHF | 91 469 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 121 418 CHF | 122 418 CHF | 99,22% | 99,22% |
13/11/2024 | 0,87% | 1,21 CHF | 1,22 CHF | 100 000 | 100 000 | 99 159 | 99 159 | 115 895 CHF | 116 897 CHF | 99,36% | 99,36% |
12/11/2024 | 0,81% | 1,16 CHF | 1,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 91 915 CHF | 92 665 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 95 145 CHF | 95 895 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 91 890 CHF | 92 640 CHF | 100,00% | 100,00% |
07/11/2024 | 0,86% | 1,24 CHF | 1,25 CHF | 100 000 | 100 000 | 97 396 | 97 396 | 119 250 CHF | 120 250 CHF | 98,73% | 98,73% |