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 | 1,51% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 65 648 CHF | 66 648 CHF | 100,00% | 100,00% |
19/11/2024 | 1,67% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 98 650 | 98 650 | 64 045 CHF | 65 051 CHF | 100,00% | 100,00% |
18/11/2024 | 1,48% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 66 973 CHF | 67 973 CHF | 100,00% | 100,00% |
15/11/2024 | 1,61% | 0,69 CHF | 0,70 CHF | 100 000 | 100 000 | 98 305 | 98 303 | 67 888 CHF | 68 891 CHF | 100,00% | 100,00% |
14/11/2024 | 1,46% | 0,71 CHF | 0,72 CHF | 100 000 | 100 000 | 99 349 | 99 349 | 70 964 CHF | 71 968 CHF | 99,28% | 99,28% |
13/11/2024 | 1,50% | 0,70 CHF | 0,71 CHF | 100 000 | 100 000 | 99 422 | 99 422 | 68 561 CHF | 69 563 CHF | 97,20% | 97,20% |
12/11/2024 | 1,47% | 0,69 CHF | 0,70 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 67 720 CHF | 68 720 CHF | 100,00% | 100,00% |
11/11/2024 | 1,57% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 391 CHF | 64 391 CHF | 100,00% | 100,00% |
08/11/2024 | 1,61% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 61 766 CHF | 62 766 CHF | 100,00% | 100,00% |
07/11/2024 | 1,64% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 99 694 | 99 694 | 61 549 CHF | 62 550 CHF | 100,00% | 100,00% |