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 | 1,09% | 0,86 CHF | 0,87 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 91 264 CHF | 92 264 CHF | 90,21% | 90,21% |
19/11/2024 | 1,12% | 0,90 CHF | 0,91 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 89 003 CHF | 90 003 CHF | 100,00% | 100,00% |
18/11/2024 | 1,09% | 0,91 CHF | 0,92 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 90 893 CHF | 91 893 CHF | 99,38% | 99,38% |
15/11/2024 | 1,03% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 256 CHF | 73 006 CHF | 100,00% | 100,00% |
14/11/2024 | 1,03% | 0,99 CHF | 1,00 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 96 879 CHF | 97 879 CHF | 99,22% | 99,22% |
13/11/2024 | 1,10% | 0,96 CHF | 0,97 CHF | 100 000 | 100 000 | 99 275 | 99 159 | 91 679 CHF | 92 577 CHF | 99,36% | 99,36% |
12/11/2024 | 1,27% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 268 CHF | 74 206 CHF | 100,00% | 100,00% |
11/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 733 CHF | 77 483 CHF | 100,00% | 100,00% |
08/11/2024 | 1,18% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 293 CHF | 74 165 CHF | 100,00% | 100,00% |
07/11/2024 | 1,08% | 0,99 CHF | 1,00 CHF | 100 000 | 100 000 | 97 917 | 97 396 | 95 735 CHF | 96 255 CHF | 98,73% | 98,73% |