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 | 62 811 CHF | 63 811 CHF | 100,00% | 100,00% |
19/11/2024 | 1,73% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 98 650 | 98 650 | 61 457 CHF | 62 461 CHF | 100,00% | 100,00% |
18/11/2024 | 1,55% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 64 176 CHF | 65 176 CHF | 100,00% | 100,00% |
15/11/2024 | 1,68% | 0,67 CHF | 0,68 CHF | 100 000 | 100 000 | 98 305 | 98 303 | 65 109 CHF | 66 112 CHF | 100,00% | 100,00% |
14/11/2024 | 1,51% | 0,68 CHF | 0,69 CHF | 100 000 | 100 000 | 99 349 | 99 349 | 68 158 CHF | 69 161 CHF | 99,28% | 99,28% |
13/11/2024 | 1,56% | 0,67 CHF | 0,68 CHF | 100 000 | 100 000 | 99 339 | 99 339 | 65 818 CHF | 66 820 CHF | 85,02% | 85,02% |
12/11/2024 | 1,53% | 0,67 CHF | 0,68 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 64 910 CHF | 65 910 CHF | 100,00% | 100,00% |
11/11/2024 | 1,64% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 618 CHF | 61 618 CHF | 100,00% | 100,00% |
08/11/2024 | 1,68% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 006 CHF | 60 006 CHF | 100,00% | 100,00% |
07/11/2024 | 1,71% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 99 694 | 99 694 | 58 853 CHF | 59 853 CHF | 100,00% | 100,00% |