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 | 1,75% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 722 CHF | 57 722 CHF | 100,00% | 100,00% |
19/11/2024 | 1,84% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 98 650 | 98 650 | 58 542 CHF | 59 549 CHF | 99,97% | 99,97% |
18/11/2024 | 1,79% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 379 CHF | 56 379 CHF | 100,00% | 100,00% |
15/11/2024 | 2,07% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 98 229 | 98 213 | 53 702 CHF | 54 694 CHF | 99,99% | 99,99% |
14/11/2024 | 1,93% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 99 347 | 99 347 | 53 465 CHF | 54 468 CHF | 99,27% | 99,27% |
13/11/2024 | 1,69% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 99 593 | 99 593 | 60 031 CHF | 61 033 CHF | 95,64% | 95,64% |
12/11/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 61 486 CHF | 62 486 CHF | 99,99% | 99,99% |
11/11/2024 | 1,55% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 965 CHF | 64 965 CHF | 99,99% | 99,99% |
08/11/2024 | 1,39% | 0,70 CHF | 0,71 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 71 542 CHF | 72 542 CHF | 100,00% | 100,00% |
07/11/2024 | 1,47% | 0,72 CHF | 0,73 CHF | 100 000 | 100 000 | 99 697 | 99 697 | 68 836 CHF | 69 837 CHF | 99,99% | 99,99% |