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 | 1,41% | 1,43 CHF | 1,45 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 140 775 CHF | 142 775 CHF | 99,53% | 99,53% |
19/11/2024 | 1,44% | 1,39 CHF | 1,41 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 137 951 CHF | 139 951 CHF | 99,49% | 99,49% |
18/11/2024 | 1,46% | 1,34 CHF | 1,36 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 135 909 CHF | 137 909 CHF | 99,51% | 99,51% |
15/11/2024 | 1,51% | 1,30 CHF | 1,32 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 131 403 CHF | 133 403 CHF | 98,95% | 98,95% |
14/11/2024 | 1,43% | 1,36 CHF | 1,38 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 139 083 CHF | 141 083 CHF | 99,57% | 99,57% |
13/11/2024 | 1,50% | 1,46 CHF | 1,48 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 132 893 CHF | 134 893 CHF | 97,05% | 97,05% |
12/11/2024 | 1,67% | 1,23 CHF | 1,25 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 118 721 CHF | 120 721 CHF | 99,56% | 99,56% |
11/11/2024 | 1,68% | 1,17 CHF | 1,19 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 117 776 CHF | 119 776 CHF | 99,51% | 99,51% |
08/11/2024 | 1,68% | 1,19 CHF | 1,21 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 118 308 CHF | 120 308 CHF | 99,51% | 99,51% |
07/11/2024 | 1,81% | 1,09 CHF | 1,11 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 109 222 CHF | 111 222 CHF | 99,08% | 99,08% |