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 | 1,81% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 790 CHF | 55 790 CHF | 100,00% | 100,00% |
19/11/2024 | 1,98% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 98 650 | 98 650 | 53 538 CHF | 54 542 CHF | 100,00% | 100,00% |
18/11/2024 | 1,77% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 123 CHF | 57 123 CHF | 100,00% | 100,00% |
15/11/2024 | 1,91% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 98 309 | 98 303 | 57 201 CHF | 58 202 CHF | 100,00% | 100,00% |
14/11/2024 | 1,72% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 99 349 | 99 349 | 60 159 CHF | 61 162 CHF | 99,28% | 99,28% |
13/11/2024 | 1,77% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 99 339 | 99 339 | 57 856 CHF | 58 858 CHF | 85,04% | 85,04% |
12/11/2024 | 1,74% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 904 CHF | 57 904 CHF | 100,00% | 100,00% |
11/11/2024 | 1,88% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 633 CHF | 53 633 CHF | 100,00% | 100,00% |
08/11/2024 | 1,94% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 51 086 CHF | 52 086 CHF | 100,00% | 100,00% |
07/11/2024 | 1,98% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 100 755 | 99 694 | 51 482 CHF | 51 963 CHF | 100,00% | 100,00% |