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 | 1,61% | 1,25 CHF | 1,27 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 123 196 CHF | 125 196 CHF | 99,53% | 99,53% |
19/11/2024 | 1,65% | 1,21 CHF | 1,23 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 120 384 CHF | 122 384 CHF | 99,49% | 99,49% |
18/11/2024 | 1,68% | 1,17 CHF | 1,19 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 118 286 CHF | 120 286 CHF | 99,51% | 99,51% |
15/11/2024 | 1,74% | 1,12 CHF | 1,14 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 113 740 CHF | 115 740 CHF | 98,95% | 98,95% |
14/11/2024 | 1,63% | 1,18 CHF | 1,20 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 121 447 CHF | 123 447 CHF | 99,57% | 99,57% |
13/11/2024 | 1,73% | 1,29 CHF | 1,31 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 115 246 CHF | 117 246 CHF | 97,05% | 97,05% |
12/11/2024 | 1,96% | 1,05 CHF | 1,07 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 101 093 CHF | 103 093 CHF | 99,56% | 99,56% |
11/11/2024 | 1,98% | 0,99 CHF | 1,01 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 100 122 CHF | 102 122 CHF | 99,51% | 99,51% |
08/11/2024 | 1,97% | 1,02 CHF | 1,04 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 100 618 CHF | 102 618 CHF | 99,51% | 99,51% |
07/11/2024 | 2,16% | 0,91 CHF | 0,93 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 91 453 CHF | 93 453 CHF | 98,83% | 98,83% |