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 | 3,14% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 50 848 CHF | 52 469 CHF | 100,00% | 100,00% |
19/11/2024 | 3,13% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 102 546 | 100 000 | 52 539 CHF | 52 922 CHF | 100,00% | 100,00% |
18/11/2024 | 2,54% | 0,53 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 275 CHF | 54 642 CHF | 100,00% | 100,00% |
15/11/2024 | 2,78% | 0,52 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 698 CHF | 54 182 CHF | 99,99% | 99,99% |
14/11/2024 | 2,69% | 0,54 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 752 CHF | 55 216 CHF | 99,52% | 99,52% |
13/11/2024 | 2,57% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 99 147 | 54 334 CHF | 55 264 CHF | 99,32% | 99,32% |
12/11/2024 | 3,19% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 762 CHF | 57 573 CHF | 100,00% | 100,00% |
11/11/2024 | 3,04% | 0,57 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 217 CHF | 58 985 CHF | 100,00% | 100,00% |
08/11/2024 | 2,50% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 598 CHF | 58 033 CHF | 100,00% | 100,00% |
07/11/2024 | 2,75% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 99 671 | 97 408 | 57 179 CHF | 57 439 CHF | 99,13% | 99,13% |