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 | 66 340 CHF | 67 340 CHF | 100,00% | 100,00% |
19/11/2024 | 1,54% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 64 622 CHF | 65 622 CHF | 100,00% | 100,00% |
18/11/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 69 439 CHF | 70 439 CHF | 100,00% | 100,00% |
15/11/2024 | 1,31% | 0,73 CHF | 0,74 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 75 667 CHF | 76 667 CHF | 100,00% | 100,00% |
14/11/2024 | 1,29% | 0,80 CHF | 0,81 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 76 898 CHF | 77 898 CHF | 99,52% | 99,52% |
13/11/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 100 000 | 100 000 | 99 383 | 99 147 | 76 800 CHF | 77 618 CHF | 99,32% | 99,32% |
12/11/2024 | 1,14% | 0,81 CHF | 0,82 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 87 559 CHF | 88 559 CHF | 100,00% | 100,00% |
11/11/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 93 530 CHF | 94 530 CHF | 100,00% | 100,00% |
08/11/2024 | 1,15% | 0,84 CHF | 0,85 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 86 829 CHF | 87 829 CHF | 100,00% | 100,00% |
07/11/2024 | 1,12% | 0,96 CHF | 0,97 CHF | 100 000 | 100 000 | 97 925 | 97 406 | 91 460 CHF | 92 005 CHF | 99,12% | 99,12% |