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 | 0,96% | 0,98 CHF | 0,99 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 103 506 CHF | 104 506 CHF | 90,21% | 90,21% |
19/11/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 101 003 CHF | 102 003 CHF | 100,00% | 100,00% |
18/11/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 102 893 CHF | 103 893 CHF | 99,38% | 99,38% |
15/11/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 256 CHF | 82 006 CHF | 100,00% | 100,00% |
14/11/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 108 879 CHF | 109 879 CHF | 99,22% | 99,22% |
13/11/2024 | 0,97% | 1,08 CHF | 1,09 CHF | 100 000 | 100 000 | 99 159 | 99 159 | 103 472 CHF | 104 476 CHF | 99,36% | 99,36% |
12/11/2024 | 0,91% | 1,03 CHF | 1,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 456 CHF | 83 206 CHF | 100,00% | 100,00% |
11/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 733 CHF | 86 483 CHF | 100,00% | 100,00% |
08/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 415 CHF | 83 165 CHF | 100,00% | 100,00% |
07/11/2024 | 0,96% | 1,11 CHF | 1,12 CHF | 100 000 | 100 000 | 97 396 | 97 396 | 106 943 CHF | 107 943 CHF | 98,73% | 98,73% |