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 | 1,70% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 489 CHF | 59 489 CHF | 100,00% | 100,00% |
19/11/2024 | 1,87% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 98 650 | 98 650 | 57 055 CHF | 58 061 CHF | 100,00% | 100,00% |
18/11/2024 | 1,66% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 806 CHF | 60 806 CHF | 100,00% | 100,00% |
15/11/2024 | 1,79% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 98 309 | 98 303 | 60 841 CHF | 61 841 CHF | 100,00% | 100,00% |
14/11/2024 | 1,61% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 99 349 | 99 349 | 63 793 CHF | 64 795 CHF | 99,28% | 99,28% |
13/11/2024 | 1,67% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 99 421 | 99 421 | 61 410 CHF | 62 412 CHF | 97,13% | 97,13% |
12/11/2024 | 1,64% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 639 CHF | 61 639 CHF | 100,00% | 100,00% |
11/11/2024 | 1,76% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 273 CHF | 57 273 CHF | 100,00% | 100,00% |
08/11/2024 | 1,81% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 739 CHF | 55 739 CHF | 100,00% | 100,00% |
07/11/2024 | 1,86% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 99 694 | 99 694 | 54 488 CHF | 55 490 CHF | 100,00% | 100,00% |