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 | 2,78% | 0,36 CHF | 0,37 CHF | 100 000 | 100 000 | 99 061 | 99 061 | 35 554 CHF | 36 545 CHF | 100,00% | 100,00% |
19/11/2024 | 2,62% | 0,37 CHF | 0,38 CHF | 100 000 | 100 000 | 99 061 | 99 061 | 37 726 CHF | 38 717 CHF | 100,00% | 100,00% |
18/11/2024 | 2,62% | 0,38 CHF | 0,39 CHF | 100 000 | 100 000 | 99 062 | 99 062 | 37 673 CHF | 38 665 CHF | 100,00% | 100,00% |
15/11/2024 | 2,93% | 0,38 CHF | 0,39 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 33 692 CHF | 34 692 CHF | 71,38% | 71,38% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
13/11/2024 | 3,36% | 0,29 CHF | 0,30 CHF | 100 000 | 100 000 | 99 052 | 99 052 | 29 284 CHF | 30 276 CHF | 98,93% | 98,93% |
12/11/2024 | 3,51% | 0,28 CHF | 0,29 CHF | 100 000 | 100 000 | 99 061 | 99 061 | 28 085 CHF | 29 076 CHF | 100,00% | 100,00% |
11/11/2024 | 3,41% | 0,29 CHF | 0,30 CHF | 100 000 | 100 000 | 99 064 | 99 064 | 28 859 CHF | 29 851 CHF | 100,00% | 100,00% |
08/11/2024 | 3,23% | 0,30 CHF | 0,31 CHF | 100 000 | 100 000 | 99 062 | 99 062 | 30 515 CHF | 31 507 CHF | 100,00% | 100,00% |
07/11/2024 | 3,14% | 0,31 CHF | 0,32 CHF | 100 000 | 100 000 | 99 069 | 99 069 | 31 447 CHF | 32 438 CHF | 100,00% | 100,00% |