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 | 2,63% | 0,38 CHF | 0,39 CHF | 100 000 | 100 000 | 99 061 | 99 061 | 37 589 CHF | 38 581 CHF | 100,00% | 100,00% |
20/11/2024 | 2,64% | 0,38 CHF | 0,39 CHF | 100 000 | 100 000 | 99 060 | 99 060 | 37 417 CHF | 38 409 CHF | 100,00% | 100,00% |
19/11/2024 | 2,54% | 0,39 CHF | 0,40 CHF | 100 000 | 100 000 | 99 051 | 99 051 | 38 922 CHF | 39 914 CHF | 98,94% | 98,94% |
18/11/2024 | 2,61% | 0,38 CHF | 0,39 CHF | 100 000 | 100 000 | 99 058 | 99 058 | 37 886 CHF | 38 878 CHF | 100,00% | 100,00% |
15/11/2024 | 2,50% | 0,40 CHF | 0,41 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 39 492 CHF | 40 492 CHF | 72,05% | 72,05% |
14/11/2024 | 2,49% | 0,39 CHF | 0,40 CHF | 100 000 | 100 000 | 99 059 | 99 059 | 39 619 CHF | 40 610 CHF | 100,00% | 100,00% |
13/11/2024 | 2,49% | 0,40 CHF | 0,41 CHF | 100 000 | 100 000 | 99 054 | 99 054 | 39 701 CHF | 40 693 CHF | 99,32% | 99,32% |
12/11/2024 | 2,55% | 0,41 CHF | 0,42 CHF | 100 000 | 100 000 | 99 058 | 99 058 | 38 697 CHF | 39 688 CHF | 100,00% | 100,00% |
11/11/2024 | 2,81% | 0,36 CHF | 0,37 CHF | 100 000 | 100 000 | 99 059 | 99 059 | 35 104 CHF | 36 096 CHF | 100,00% | 100,00% |
08/11/2024 | 2,78% | 0,36 CHF | 0,37 CHF | 100 000 | 100 000 | 99 063 | 99 063 | 35 516 CHF | 36 507 CHF | 100,00% | 100,00% |