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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 3,06% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 241 CHF | 55 925 CHF | 100,00% | 100,00% |
22/11/2024 | 2,66% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 208 CHF | 53 616 CHF | 100,00% | 100,00% |
20/11/2024 | 3,00% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 056 CHF | 53 639 CHF | 100,00% | 100,00% |
19/11/2024 | 3,08% | 0,50 CHF | 0,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 499 CHF | 54 138 CHF | 100,00% | 100,00% |
18/11/2024 | 2,77% | 0,54 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 465 CHF | 55 993 CHF | 100,00% | 100,00% |
15/11/2024 | 2,90% | 0,53 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 929 CHF | 55 516 CHF | 99,99% | 99,99% |
14/11/2024 | 2,63% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 953 CHF | 56 414 CHF | 99,52% | 99,52% |
13/11/2024 | 2,70% | 0,55 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 99 147 | 55 533 CHF | 56 558 CHF | 99,32% | 99,32% |
12/11/2024 | 2,85% | 0,56 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 052 CHF | 58 699 CHF | 100,00% | 100,00% |
11/11/2024 | 2,81% | 0,58 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 477 CHF | 60 143 CHF | 100,00% | 100,00% |