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 | 1,90% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 212 CHF | 53 212 CHF | 99,00% | 99,00% |
19/11/2024 | 2,18% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 116 533 | 100 000 | 52 821 CHF | 46 355 CHF | 100,00% | 100,00% |
18/11/2024 | 2,19% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 117 296 | 100 000 | 52 876 CHF | 46 111 CHF | 100,00% | 100,00% |
15/11/2024 | 2,02% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 106 363 | 100 000 | 52 033 CHF | 50 006 CHF | 100,00% | 100,00% |
14/11/2024 | 1,81% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 697 CHF | 55 697 CHF | 99,22% | 99,22% |
13/11/2024 | 1,70% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 99 780 | 99 160 | 58 670 CHF | 59 301 CHF | 99,36% | 99,36% |
12/11/2024 | 1,53% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 100 014 | 100 000 | 65 533 CHF | 66 526 CHF | 100,00% | 100,00% |
11/11/2024 | 1,80% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 199 CHF | 56 199 CHF | 99,41% | 99,41% |
08/11/2024 | 1,96% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 103 870 | 100 000 | 52 386 CHF | 51 523 CHF | 100,00% | 100,00% |
07/11/2024 | 1,81% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 99 651 | 97 395 | 57 358 CHF | 57 102 CHF | 98,73% | 98,73% |