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 | 1,43% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 69 369 CHF | 70 369 CHF | 99,80% | 99,80% |
19/11/2024 | 1,64% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 119 282 | 119 282 | 72 205 CHF | 73 398 CHF | 99,78% | 99,78% |
18/11/2024 | 1,53% | 0,67 CHF | 0,68 CHF | 100 000 | 100 000 | 99 958 | 100 000 | 65 056 CHF | 66 083 CHF | 100,00% | 100,00% |
15/11/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 110 736 | 110 736 | 70 178 CHF | 71 285 CHF | 100,00% | 100,00% |
14/11/2024 | 1,51% | 0,69 CHF | 0,70 CHF | 100 000 | 100 000 | 108 720 | 108 718 | 71 487 CHF | 72 573 CHF | 99,96% | 99,96% |
13/11/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 125 000 | 125 000 | 124 344 | 124 342 | 79 287 CHF | 80 529 CHF | 99,97% | 99,97% |
12/11/2024 | 1,38% | 0,67 CHF | 0,68 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 71 903 CHF | 72 903 CHF | 100,00% | 100,00% |
11/11/2024 | 1,33% | 0,78 CHF | 0,79 CHF | 100 000 | 100 000 | 100 822 | 100 822 | 75 180 CHF | 76 188 CHF | 99,74% | 99,74% |
08/11/2024 | 1,44% | 0,68 CHF | 0,69 CHF | 125 000 | 125 000 | 111 756 | 111 754 | 76 999 CHF | 78 115 CHF | 100,00% | 100,00% |
07/11/2024 | 1,21% | 0,81 CHF | 0,82 CHF | 100 000 | 100 000 | 99 972 | 100 000 | 81 865 CHF | 82 888 CHF | 96,10% | 96,19% |