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 | 1,84% | 0,47 CHF | 0,48 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 43 266 CHF | 44 066 CHF | 99,37% | 99,37% |
19/11/2024 | 1,83% | 0,55 CHF | 0,56 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 43 533 CHF | 44 333 CHF | 99,27% | 99,27% |
18/11/2024 | 1,54% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 64 538 CHF | 65 538 CHF | 99,29% | 99,29% |
15/11/2024 | 1,63% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 968 CHF | 61 968 CHF | 99,39% | 99,39% |
14/11/2024 | 1,96% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 50 745 CHF | 51 745 CHF | 99,34% | 99,34% |
13/11/2024 | 2,34% | 0,40 CHF | 0,41 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 42 379 CHF | 43 379 CHF | 99,39% | 99,39% |
12/11/2024 | 1,72% | 0,49 CHF | 0,50 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 969 CHF | 58 969 CHF | 99,08% | 99,08% |
11/11/2024 | 1,77% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 076 CHF | 57 076 CHF | 99,30% | 99,30% |
08/11/2024 | 1,80% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 253 CHF | 56 253 CHF | 99,39% | 99,39% |
07/11/2024 | 1,47% | 0,73 CHF | 0,74 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 67 898 CHF | 68 898 CHF | 99,28% | 99,28% |