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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,81% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 99 061 | 99 061 | 54 812 CHF | 55 804 CHF | 100,00% | 100,00% |
20/11/2024 | 1,81% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 99 061 | 99 061 | 54 740 CHF | 55 732 CHF | 100,00% | 100,00% |
19/11/2024 | 1,76% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 99 051 | 99 051 | 56 454 CHF | 57 445 CHF | 98,90% | 98,90% |
18/11/2024 | 1,79% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 99 064 | 99 064 | 55 476 CHF | 56 467 CHF | 100,00% | 100,00% |
15/11/2024 | 1,74% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 071 CHF | 58 071 CHF | 71,71% | 71,71% |
14/11/2024 | 1,75% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 99 062 | 99 062 | 56 808 CHF | 57 799 CHF | 100,00% | 100,00% |
13/11/2024 | 1,74% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 99 054 | 99 054 | 57 155 CHF | 58 146 CHF | 99,33% | 99,33% |
12/11/2024 | 1,77% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 99 058 | 99 058 | 56 084 CHF | 57 075 CHF | 100,00% | 100,00% |
11/11/2024 | 1,88% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 99 063 | 99 063 | 52 631 CHF | 53 622 CHF | 100,00% | 100,00% |
08/11/2024 | 1,88% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 99 063 | 99 063 | 52 650 CHF | 53 641 CHF | 100,00% | 100,00% |