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 | 1,83% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 211 CHF | 55 211 CHF | 100,00% | 100,00% |
19/11/2024 | 1,95% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 98 649 | 98 649 | 55 093 CHF | 56 100 CHF | 99,97% | 99,97% |
18/11/2024 | 1,81% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 907 CHF | 55 907 CHF | 100,00% | 100,00% |
15/11/2024 | 2,02% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 98 224 | 98 210 | 54 885 CHF | 55 877 CHF | 100,00% | 100,00% |
14/11/2024 | 1,93% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 99 347 | 99 347 | 53 413 CHF | 54 417 CHF | 99,30% | 99,30% |
13/11/2024 | 1,69% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 99 596 | 99 596 | 60 197 CHF | 61 199 CHF | 96,51% | 96,51% |
12/11/2024 | 1,63% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 909 CHF | 61 909 CHF | 100,00% | 100,00% |
11/11/2024 | 1,53% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 64 706 CHF | 65 706 CHF | 100,00% | 100,00% |
08/11/2024 | 1,35% | 0,71 CHF | 0,72 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 73 827 CHF | 74 827 CHF | 100,00% | 100,00% |
07/11/2024 | 1,36% | 0,76 CHF | 0,77 CHF | 100 000 | 100 000 | 99 697 | 99 697 | 74 560 CHF | 75 561 CHF | 99,99% | 99,99% |