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 | 2,96% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 848 CHF | 55 469 CHF | 100,00% | 100,00% |
19/11/2024 | 2,96% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 292 CHF | 55 922 CHF | 100,00% | 100,00% |
18/11/2024 | 2,47% | 0,56 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 237 CHF | 57 642 CHF | 100,00% | 100,00% |
15/11/2024 | 2,63% | 0,55 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 698 CHF | 57 182 CHF | 99,99% | 99,99% |
14/11/2024 | 2,58% | 0,57 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 705 CHF | 58 187 CHF | 99,52% | 99,52% |
13/11/2024 | 2,53% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 99 777 | 99 147 | 57 152 CHF | 58 238 CHF | 99,32% | 99,32% |
12/11/2024 | 2,93% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 762 CHF | 60 507 CHF | 100,00% | 100,00% |
11/11/2024 | 2,84% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 217 CHF | 61 949 CHF | 100,00% | 100,00% |
08/11/2024 | 2,30% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 598 CHF | 60 982 CHF | 100,00% | 100,00% |
07/11/2024 | 2,52% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 99 482 | 97 408 | 60 059 CHF | 60 300 CHF | 99,13% | 99,13% |