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 | 1,79% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 505 CHF | 56 505 CHF | 100,00% | 100,00% |
19/11/2024 | 1,92% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 98 649 | 98 649 | 55 705 CHF | 56 710 CHF | 99,96% | 99,96% |
18/11/2024 | 1,85% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 606 CHF | 54 606 CHF | 100,00% | 100,00% |
15/11/2024 | 2,18% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 98 226 | 98 210 | 51 047 CHF | 52 039 CHF | 99,99% | 99,99% |
14/11/2024 | 1,94% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 99 347 | 99 347 | 53 137 CHF | 54 140 CHF | 99,26% | 99,26% |
13/11/2024 | 1,92% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 99 584 | 99 584 | 52 999 CHF | 54 001 CHF | 93,67% | 93,67% |
12/11/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 069 CHF | 55 069 CHF | 100,00% | 100,00% |
11/11/2024 | 1,87% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 917 CHF | 53 917 CHF | 99,99% | 99,99% |
08/11/2024 | 1,92% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 51 588 CHF | 52 588 CHF | 100,00% | 100,00% |
07/11/2024 | 2,10% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 109 620 | 99 697 | 52 804 CHF | 49 025 CHF | 99,99% | 99,99% |