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 | 1,50% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 66 081 CHF | 67 081 CHF | 100,00% | 100,00% |
19/11/2024 | 1,54% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 64 341 CHF | 65 341 CHF | 100,00% | 100,00% |
18/11/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 69 080 CHF | 70 080 CHF | 100,00% | 100,00% |
15/11/2024 | 1,32% | 0,73 CHF | 0,74 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 75 250 CHF | 76 250 CHF | 100,00% | 100,00% |
14/11/2024 | 1,30% | 0,79 CHF | 0,80 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 76 474 CHF | 77 474 CHF | 99,52% | 99,52% |
13/11/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 100 000 | 100 000 | 99 383 | 99 147 | 76 402 CHF | 77 219 CHF | 99,32% | 99,32% |
12/11/2024 | 1,14% | 0,80 CHF | 0,81 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 87 132 CHF | 88 132 CHF | 100,00% | 100,00% |
11/11/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 93 149 CHF | 94 149 CHF | 100,00% | 100,00% |
08/11/2024 | 1,15% | 0,84 CHF | 0,85 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 86 327 CHF | 87 327 CHF | 100,00% | 100,00% |
07/11/2024 | 1,13% | 0,96 CHF | 0,97 CHF | 100 000 | 100 000 | 97 925 | 97 406 | 91 079 CHF | 91 628 CHF | 99,12% | 99,12% |