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 | 1,80% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 053 CHF | 56 053 CHF | 99,00% | 99,00% |
19/11/2024 | 2,06% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 109 612 | 100 000 | 52 669 CHF | 49 058 CHF | 100,00% | 100,00% |
18/11/2024 | 2,07% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 109 166 | 100 000 | 52 239 CHF | 48 869 CHF | 100,00% | 100,00% |
15/11/2024 | 1,91% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 101 313 | 100 000 | 52 450 CHF | 52 812 CHF | 100,00% | 100,00% |
14/11/2024 | 1,73% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 458 CHF | 58 458 CHF | 99,22% | 99,22% |
13/11/2024 | 1,61% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 99 780 | 99 160 | 61 481 CHF | 62 089 CHF | 99,36% | 99,36% |
12/11/2024 | 1,46% | 0,68 CHF | 0,69 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 68 227 CHF | 69 227 CHF | 100,00% | 100,00% |
11/11/2024 | 1,71% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 846 CHF | 58 846 CHF | 99,41% | 99,41% |
08/11/2024 | 1,86% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 012 | 100 000 | 53 356 CHF | 54 350 CHF | 100,00% | 100,00% |
07/11/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 99 479 | 97 395 | 59 975 CHF | 59 745 CHF | 98,73% | 98,73% |