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 | 1,25% | 0,74 CHF | 0,75 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 79 264 CHF | 80 264 CHF | 90,21% | 90,21% |
19/11/2024 | 1,29% | 0,78 CHF | 0,79 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 77 003 CHF | 78 003 CHF | 100,00% | 100,00% |
18/11/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 78 893 CHF | 79 893 CHF | 99,38% | 99,38% |
15/11/2024 | 1,18% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 256 CHF | 64 006 CHF | 100,00% | 100,00% |
14/11/2024 | 1,17% | 0,87 CHF | 0,88 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 84 879 CHF | 85 879 CHF | 99,22% | 99,22% |
13/11/2024 | 1,26% | 0,84 CHF | 0,85 CHF | 100 000 | 100 000 | 99 391 | 99 159 | 79 859 CHF | 80 678 CHF | 99,36% | 99,36% |
12/11/2024 | 1,16% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 456 CHF | 65 206 CHF | 100,00% | 100,00% |
11/11/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 733 CHF | 68 483 CHF | 100,00% | 100,00% |
08/11/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 415 CHF | 65 165 CHF | 100,00% | 100,00% |
07/11/2024 | 1,23% | 0,87 CHF | 0,88 CHF | 100 000 | 100 000 | 98 437 | 97 396 | 84 402 CHF | 84 568 CHF | 98,73% | 98,73% |