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 | 1,23% | 0,76 CHF | 0,77 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 80 944 CHF | 81 944 CHF | 90,21% | 90,21% |
19/11/2024 | 1,27% | 0,79 CHF | 0,80 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 78 346 CHF | 79 346 CHF | 100,00% | 100,00% |
18/11/2024 | 1,48% | 0,81 CHF | 0,82 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 80 301 CHF | 81 495 CHF | 99,38% | 99,38% |
15/11/2024 | 1,49% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 257 CHF | 65 219 CHF | 100,00% | 100,00% |
14/11/2024 | 1,15% | 0,89 CHF | 0,90 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 86 418 CHF | 87 418 CHF | 99,22% | 99,22% |
13/11/2024 | 1,23% | 0,86 CHF | 0,87 CHF | 100 000 | 100 000 | 99 391 | 99 159 | 81 378 CHF | 82 187 CHF | 99,36% | 99,36% |
12/11/2024 | 1,14% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 488 CHF | 66 238 CHF | 100,00% | 100,00% |
11/11/2024 | 1,40% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 675 CHF | 69 645 CHF | 100,00% | 100,00% |
08/11/2024 | 1,32% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 519 CHF | 66 390 CHF | 100,00% | 100,00% |
07/11/2024 | 1,21% | 0,89 CHF | 0,90 CHF | 100 000 | 100 000 | 98 437 | 97 396 | 85 795 CHF | 85 946 CHF | 98,73% | 98,73% |