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 | 1,79% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 645 CHF | 56 645 CHF | 100,00% | 100,00% |
19/11/2024 | 1,84% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 091 | 100 000 | 54 037 CHF | 54 992 CHF | 100,00% | 100,00% |
18/11/2024 | 1,69% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 715 CHF | 59 715 CHF | 100,00% | 100,00% |
15/11/2024 | 1,53% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 64 912 CHF | 65 912 CHF | 100,00% | 100,00% |
14/11/2024 | 1,50% | 0,69 CHF | 0,70 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 66 167 CHF | 67 167 CHF | 99,52% | 99,52% |
13/11/2024 | 1,51% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 99 554 | 99 147 | 66 364 CHF | 67 090 CHF | 99,32% | 99,32% |
12/11/2024 | 1,29% | 0,70 CHF | 0,71 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 76 872 CHF | 77 872 CHF | 100,00% | 100,00% |
11/11/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 82 898 CHF | 83 898 CHF | 100,00% | 100,00% |
08/11/2024 | 1,31% | 0,74 CHF | 0,75 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 76 113 CHF | 77 113 CHF | 100,00% | 100,00% |
07/11/2024 | 1,27% | 0,86 CHF | 0,87 CHF | 100 000 | 100 000 | 98 444 | 97 406 | 81 459 CHF | 81 669 CHF | 99,12% | 99,12% |