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 | 1,85% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 612 CHF | 54 612 CHF | 99,00% | 99,00% |
19/11/2024 | 2,12% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 110 213 | 100 000 | 51 448 CHF | 47 683 CHF | 100,00% | 100,00% |
18/11/2024 | 2,13% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 111 525 | 100 000 | 51 875 CHF | 47 535 CHF | 100,00% | 100,00% |
15/11/2024 | 1,97% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 103 489 | 100 000 | 52 042 CHF | 51 363 CHF | 100,00% | 100,00% |
14/11/2024 | 1,77% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 018 CHF | 57 018 CHF | 99,22% | 99,22% |
13/11/2024 | 1,69% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 99 780 | 99 160 | 59 973 CHF | 60 607 CHF | 99,36% | 99,36% |
12/11/2024 | 1,50% | 0,67 CHF | 0,68 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 66 815 CHF | 67 815 CHF | 100,00% | 100,00% |
11/11/2024 | 1,76% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 418 CHF | 57 418 CHF | 99,41% | 99,41% |
08/11/2024 | 1,92% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 103 238 | 100 000 | 53 317 CHF | 52 731 CHF | 100,00% | 100,00% |
07/11/2024 | 1,73% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 99 479 | 97 395 | 58 507 CHF | 58 303 CHF | 98,73% | 98,73% |