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 | 1,68% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 110 CHF | 60 110 CHF | 100,00% | 100,00% |
19/11/2024 | 1,91% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 98 649 | 98 649 | 56 564 CHF | 57 571 CHF | 99,97% | 99,97% |
18/11/2024 | 1,68% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 021 CHF | 60 021 CHF | 100,00% | 100,00% |
15/11/2024 | 1,93% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 98 224 | 98 210 | 57 513 CHF | 58 505 CHF | 100,00% | 100,00% |
14/11/2024 | 1,70% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 99 347 | 99 347 | 60 607 CHF | 61 610 CHF | 99,30% | 99,30% |
13/11/2024 | 1,90% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 99 591 | 99 591 | 53 521 CHF | 54 523 CHF | 95,51% | 95,51% |
12/11/2024 | 1,86% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 248 CHF | 54 248 CHF | 100,00% | 100,00% |
11/11/2024 | 2,01% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 104 975 | 100 000 | 51 745 CHF | 50 355 CHF | 100,00% | 100,00% |
08/11/2024 | 2,48% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 130 139 | 100 000 | 51 725 CHF | 40 799 CHF | 100,00% | 100,00% |
07/11/2024 | 2,58% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 132 982 | 99 697 | 52 114 CHF | 40 149 CHF | 99,99% | 99,99% |