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 | 1,15% | 0,91 CHF | 0,92 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 86 230 CHF | 87 230 CHF | 90,21% | 90,21% |
19/11/2024 | 1,12% | 0,88 CHF | 0,89 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 88 997 CHF | 89 997 CHF | 100,00% | 100,00% |
18/11/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 87 107 CHF | 88 107 CHF | 99,38% | 99,38% |
15/11/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 531 CHF | 62 281 CHF | 100,00% | 100,00% |
14/11/2024 | 1,22% | 0,79 CHF | 0,80 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 81 582 CHF | 82 582 CHF | 99,22% | 99,22% |
13/11/2024 | 1,17% | 0,82 CHF | 0,83 CHF | 100 000 | 100 000 | 99 275 | 99 159 | 85 490 CHF | 86 389 CHF | 99,36% | 99,36% |
12/11/2024 | 1,48% | 0,87 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 512 CHF | 61 411 CHF | 100,00% | 100,00% |
11/11/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 417 CHF | 58 167 CHF | 100,00% | 100,00% |
08/11/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 836 CHF | 61 586 CHF | 100,00% | 100,00% |
07/11/2024 | 1,28% | 0,80 CHF | 0,81 CHF | 100 000 | 100 000 | 97 917 | 97 396 | 79 504 CHF | 80 057 CHF | 98,73% | 98,73% |