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 | 1,00% | 1,05 CHF | 1,06 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 99 737 CHF | 100 737 CHF | 90,21% | 90,21% |
19/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 102 235 CHF | 103 235 CHF | 100,00% | 100,00% |
18/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 100 505 CHF | 101 505 CHF | 99,38% | 99,38% |
15/11/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 493 CHF | 72 243 CHF | 100,00% | 100,00% |
14/11/2024 | 1,18% | 0,93 CHF | 0,94 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 94 848 CHF | 95 974 CHF | 99,22% | 99,22% |
13/11/2024 | 1,20% | 0,95 CHF | 0,97 CHF | 100 000 | 100 000 | 99 275 | 99 159 | 98 573 CHF | 99 645 CHF | 99,36% | 99,36% |
12/11/2024 | 1,06% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 545 CHF | 71 295 CHF | 100,00% | 100,00% |
11/11/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 267 CHF | 68 017 CHF | 100,00% | 100,00% |
08/11/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 860 CHF | 71 610 CHF | 100,00% | 100,00% |
07/11/2024 | 1,10% | 0,93 CHF | 0,94 CHF | 100 000 | 100 000 | 97 844 | 97 396 | 92 505 CHF | 93 062 CHF | 98,73% | 98,73% |