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 | 2,31% | 0,55 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 469 CHF | 56 763 CHF | 100,00% | 100,00% |
19/11/2024 | 2,43% | 0,53 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 922 CHF | 57 292 CHF | 100,00% | 100,00% |
18/11/2024 | 2,73% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 642 CHF | 59 237 CHF | 100,00% | 100,00% |
15/11/2024 | 2,61% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 182 CHF | 58 698 CHF | 99,99% | 99,99% |
14/11/2024 | 2,58% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 187 CHF | 59 705 CHF | 99,52% | 99,52% |
13/11/2024 | 2,74% | 0,58 CHF | 0,60 CHF | 100 000 | 100 000 | 99 777 | 99 147 | 58 594 CHF | 59 835 CHF | 99,32% | 99,32% |
12/11/2024 | 2,02% | 0,59 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 573 CHF | 61 809 CHF | 100,00% | 100,00% |
11/11/2024 | 2,05% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 61 985 CHF | 63 270 CHF | 100,00% | 100,00% |
08/11/2024 | 2,70% | 0,61 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 61 033 CHF | 62 702 CHF | 100,00% | 100,00% |
07/11/2024 | 2,70% | 0,62 CHF | 0,64 CHF | 100 000 | 100 000 | 99 482 | 97 408 | 61 520 CHF | 61 878 CHF | 99,13% | 99,13% |