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 | 1,03% | 1,18 CHF | 1,19 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 113 056 CHF | 114 230 CHF | 90,21% | 90,21% |
19/11/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 115 809 CHF | 116 809 CHF | 100,00% | 100,00% |
18/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 113 965 CHF | 114 965 CHF | 99,38% | 99,38% |
15/11/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 597 CHF | 82 347 CHF | 100,00% | 100,00% |
14/11/2024 | 0,92% | 1,06 CHF | 1,07 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 108 346 CHF | 109 346 CHF | 99,22% | 99,22% |
13/11/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 100 000 | 100 000 | 99 159 | 99 159 | 111 876 CHF | 112 878 CHF | 99,36% | 99,36% |
12/11/2024 | 0,92% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 762 CHF | 81 512 CHF | 100,00% | 100,00% |
11/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 77 575 CHF | 78 325 CHF | 100,00% | 100,00% |
08/11/2024 | 1,10% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 936 CHF | 81 836 CHF | 100,00% | 100,00% |
07/11/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 100 000 | 100 000 | 97 396 | 97 396 | 105 104 CHF | 106 104 CHF | 98,73% | 98,73% |