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 | 1,91% | 1,06 CHF | 1,08 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 103 966 CHF | 105 966 CHF | 99,53% | 99,53% |
19/11/2024 | 1,96% | 1,02 CHF | 1,04 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 101 172 CHF | 103 172 CHF | 99,49% | 99,49% |
18/11/2024 | 2,00% | 0,97 CHF | 0,99 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 99 009 CHF | 101 008 CHF | 99,51% | 99,51% |
15/11/2024 | 2,10% | 0,93 CHF | 0,95 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 94 426 CHF | 96 426 CHF | 98,95% | 98,95% |
14/11/2024 | 1,94% | 0,99 CHF | 1,01 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 102 156 CHF | 104 156 CHF | 99,57% | 99,57% |
13/11/2024 | 2,07% | 1,09 CHF | 1,11 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 95 947 CHF | 97 947 CHF | 97,05% | 97,05% |
12/11/2024 | 2,42% | 0,86 CHF | 0,88 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 81 807 CHF | 83 807 CHF | 99,56% | 99,56% |
11/11/2024 | 2,45% | 0,80 CHF | 0,82 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 80 809 CHF | 82 809 CHF | 99,51% | 99,51% |
08/11/2024 | 2,43% | 0,82 CHF | 0,84 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 81 268 CHF | 83 268 CHF | 99,51% | 99,51% |
07/11/2024 | 2,74% | 0,72 CHF | 0,74 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 72 029 CHF | 74 029 CHF | 98,83% | 98,83% |