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 | 0,79% | 1,20 CHF | 1,21 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 125 506 CHF | 126 506 CHF | 90,21% | 90,21% |
19/11/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 123 003 CHF | 124 003 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 124 893 CHF | 125 893 CHF | 99,38% | 99,38% |
15/11/2024 | 0,76% | 1,29 CHF | 1,30 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 97 756 CHF | 98 506 CHF | 100,00% | 100,00% |
14/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 130 879 CHF | 131 879 CHF | 99,22% | 99,22% |
13/11/2024 | 0,80% | 1,30 CHF | 1,31 CHF | 100 000 | 100 000 | 99 159 | 99 159 | 125 438 CHF | 126 442 CHF | 99,36% | 99,36% |
12/11/2024 | 0,76% | 1,25 CHF | 1,26 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 98 956 CHF | 99 706 CHF | 100,00% | 100,00% |
11/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 102 233 CHF | 102 983 CHF | 100,00% | 100,00% |
08/11/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 98 915 CHF | 99 665 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 1,33 CHF | 1,34 CHF | 100 000 | 100 000 | 97 396 | 97 396 | 128 370 CHF | 129 371 CHF | 98,73% | 98,73% |