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 | 0,88% | 1,26 CHF | 1,27 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 131 102 CHF | 132 263 CHF | 90,20% | 90,20% |
19/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 128 765 CHF | 129 765 CHF | 100,00% | 100,00% |
18/11/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 130 676 CHF | 131 676 CHF | 99,38% | 99,38% |
15/11/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 102 153 CHF | 102 903 CHF | 100,00% | 100,00% |
14/11/2024 | 0,73% | 1,39 CHF | 1,40 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 136 654 CHF | 137 654 CHF | 99,22% | 99,22% |
13/11/2024 | 0,77% | 1,36 CHF | 1,37 CHF | 100 000 | 100 000 | 99 159 | 99 159 | 131 053 CHF | 132 058 CHF | 99,36% | 99,36% |
12/11/2024 | 0,72% | 1,31 CHF | 1,32 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 103 268 CHF | 104 018 CHF | 100,00% | 100,00% |
11/11/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 106 564 CHF | 107 314 CHF | 100,00% | 100,00% |
08/11/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 103 293 CHF | 104 043 CHF | 100,00% | 100,00% |
07/11/2024 | 0,76% | 1,39 CHF | 1,40 CHF | 100 000 | 100 000 | 97 396 | 97 396 | 134 042 CHF | 135 042 CHF | 98,73% | 98,73% |