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 | 1,40% | 0,71 CHF | 0,72 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 70 980 CHF | 71 980 CHF | 100,00% | 100,00% |
19/11/2024 | 1,53% | 0,70 CHF | 0,71 CHF | 100 000 | 100 000 | 98 650 | 98 650 | 69 537 CHF | 70 542 CHF | 100,00% | 100,00% |
18/11/2024 | 1,37% | 0,70 CHF | 0,71 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 72 448 CHF | 73 448 CHF | 100,00% | 100,00% |
15/11/2024 | 1,49% | 0,75 CHF | 0,76 CHF | 100 000 | 100 000 | 98 303 | 98 303 | 73 199 CHF | 74 202 CHF | 100,00% | 100,00% |
14/11/2024 | 1,35% | 0,77 CHF | 0,78 CHF | 100 000 | 100 000 | 99 349 | 99 349 | 76 277 CHF | 77 279 CHF | 99,29% | 99,29% |
13/11/2024 | 1,39% | 0,75 CHF | 0,76 CHF | 100 000 | 100 000 | 99 299 | 99 299 | 73 916 CHF | 74 918 CHF | 80,13% | 80,13% |
12/11/2024 | 1,36% | 0,75 CHF | 0,76 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 73 059 CHF | 74 059 CHF | 100,00% | 100,00% |
11/11/2024 | 1,44% | 0,71 CHF | 0,72 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 68 768 CHF | 69 768 CHF | 100,00% | 100,00% |
08/11/2024 | 1,48% | 0,69 CHF | 0,70 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 67 059 CHF | 68 059 CHF | 100,00% | 100,00% |
07/11/2024 | 1,51% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 99 694 | 99 694 | 66 956 CHF | 67 957 CHF | 100,00% | 100,00% |