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 | 2,89% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 903 CHF | 58 571 CHF | 100,00% | 100,00% |
19/11/2024 | 2,82% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 412 CHF | 59 057 CHF | 100,00% | 100,00% |
18/11/2024 | 2,50% | 0,59 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 341 CHF | 60 839 CHF | 100,00% | 100,00% |
15/11/2024 | 2,55% | 0,58 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 814 CHF | 60 335 CHF | 99,99% | 99,99% |
14/11/2024 | 2,36% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 880 CHF | 61 307 CHF | 99,52% | 99,52% |
13/11/2024 | 2,29% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 99 777 | 99 147 | 60 320 CHF | 61 320 CHF | 99,32% | 99,32% |
12/11/2024 | 2,94% | 0,61 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 61 832 CHF | 63 674 CHF | 100,00% | 100,00% |
11/11/2024 | 2,76% | 0,63 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 340 CHF | 65 113 CHF | 100,00% | 100,00% |
08/11/2024 | 2,34% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 62 763 CHF | 64 246 CHF | 100,00% | 100,00% |
07/11/2024 | 2,43% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 99 482 | 97 408 | 63 148 CHF | 63 346 CHF | 99,13% | 99,13% |