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 | 1,11% | 0,91 CHF | 0,92 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 89 474 CHF | 90 474 CHF | 100,00% | 100,00% |
19/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 851 CHF | 67 601 CHF | 100,00% | 100,00% |
18/11/2024 | 1,15% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 756 CHF | 65 506 CHF | 100,00% | 100,00% |
15/11/2024 | 1,18% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 093 CHF | 63 843 CHF | 100,00% | 100,00% |
14/11/2024 | 1,19% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 804 CHF | 63 554 CHF | 99,22% | 99,22% |
13/11/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 74 446 | 74 446 | 63 881 CHF | 64 628 CHF | 98,74% | 98,74% |
12/11/2024 | 1,19% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 695 CHF | 63 445 CHF | 100,00% | 100,00% |
11/11/2024 | 1,26% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 255 CHF | 60 005 CHF | 100,00% | 100,00% |
08/11/2024 | 1,24% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 957 CHF | 60 707 CHF | 100,00% | 100,00% |
07/11/2024 | 1,36% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 73 699 | 73 699 | 55 215 CHF | 55 964 CHF | 98,73% | 98,73% |