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% | 0,79 CHF | 0,80 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 79 686 CHF | 80 686 CHF | 99,37% | 99,37% |
19/11/2024 | 1,14% | 0,82 CHF | 0,83 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 87 354 CHF | 88 354 CHF | 99,28% | 99,28% |
18/11/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 103 301 CHF | 104 301 CHF | 99,31% | 99,31% |
15/11/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 105 962 CHF | 106 962 CHF | 99,38% | 99,38% |
14/11/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 108 860 CHF | 109 860 CHF | 99,37% | 99,37% |
13/11/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 107 541 CHF | 108 541 CHF | 99,36% | 99,36% |
12/11/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 106 078 CHF | 107 078 CHF | 99,09% | 99,09% |
11/11/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 103 987 CHF | 104 987 CHF | 99,28% | 99,28% |
08/11/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 101 601 CHF | 102 601 CHF | 99,39% | 99,39% |
07/11/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 97 494 CHF | 98 494 CHF | 99,27% | 99,27% |