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 | 0,97% | 1,03 CHF | 1,04 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 102 761 CHF | 103 761 CHF | 99,39% | 99,39% |
19/11/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 190 CHF | 76 940 CHF | 99,30% | 99,30% |
18/11/2024 | 1,04% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 051 CHF | 72 801 CHF | 99,31% | 99,31% |
15/11/2024 | 1,11% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 487 CHF | 68 237 CHF | 99,39% | 99,39% |
14/11/2024 | 1,22% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 422 CHF | 62 172 CHF | 99,39% | 99,39% |
13/11/2024 | 1,29% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 571 CHF | 58 321 CHF | 99,39% | 99,39% |
12/11/2024 | 1,33% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 913 CHF | 56 663 CHF | 99,08% | 99,08% |
11/11/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 53 644 CHF | 54 394 CHF | 99,29% | 99,29% |
08/11/2024 | 1,36% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 54 988 CHF | 55 738 CHF | 99,38% | 99,38% |
07/11/2024 | 1,37% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 54 359 CHF | 55 109 CHF | 99,27% | 99,27% |