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 | 0,71% | 1,35 CHF | 1,36 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 140 263 CHF | 141 263 CHF | 90,21% | 90,21% |
19/11/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 137 765 CHF | 138 765 CHF | 100,00% | 100,00% |
18/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 139 676 CHF | 140 676 CHF | 99,38% | 99,38% |
15/11/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 108 903 CHF | 109 653 CHF | 100,00% | 100,00% |
14/11/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 145 654 CHF | 146 654 CHF | 99,22% | 99,22% |
13/11/2024 | 0,72% | 1,45 CHF | 1,46 CHF | 100 000 | 100 000 | 99 159 | 99 159 | 139 977 CHF | 140 983 CHF | 99,36% | 99,36% |
12/11/2024 | 0,68% | 1,40 CHF | 1,41 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 110 018 CHF | 110 768 CHF | 100,00% | 100,00% |
11/11/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 113 314 CHF | 114 064 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 1,47 CHF | 1,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 109 890 CHF | 110 793 CHF | 100,00% | 100,00% |
07/11/2024 | 0,72% | 1,48 CHF | 1,49 CHF | 100 000 | 100 000 | 97 396 | 97 396 | 142 808 CHF | 143 808 CHF | 98,73% | 98,73% |