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 | 1,58% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 62 686 CHF | 63 686 CHF | 100,00% | 100,00% |
19/11/2024 | 1,75% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 98 650 | 98 650 | 61 130 CHF | 62 135 CHF | 100,00% | 100,00% |
18/11/2024 | 1,55% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 993 CHF | 64 993 CHF | 100,00% | 100,00% |
15/11/2024 | 1,68% | 0,67 CHF | 0,68 CHF | 100 000 | 100 000 | 98 305 | 98 303 | 64 964 CHF | 65 968 CHF | 100,00% | 100,00% |
14/11/2024 | 1,52% | 0,68 CHF | 0,69 CHF | 100 000 | 100 000 | 99 349 | 99 349 | 68 008 CHF | 69 011 CHF | 99,29% | 99,29% |
13/11/2024 | 1,56% | 0,67 CHF | 0,68 CHF | 100 000 | 100 000 | 99 422 | 99 422 | 65 660 CHF | 66 661 CHF | 97,20% | 97,20% |
12/11/2024 | 1,53% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 64 752 CHF | 65 752 CHF | 100,00% | 100,00% |
11/11/2024 | 1,64% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 455 CHF | 61 455 CHF | 100,00% | 100,00% |
08/11/2024 | 1,69% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 832 CHF | 59 832 CHF | 100,00% | 100,00% |
07/11/2024 | 1,73% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 99 694 | 99 694 | 58 647 CHF | 59 649 CHF | 100,00% | 100,00% |