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 | 1,76% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 370 CHF | 57 370 CHF | 99,00% | 99,00% |
19/11/2024 | 2,01% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 106 533 | 100 000 | 52 546 CHF | 50 355 CHF | 100,00% | 100,00% |
18/11/2024 | 2,01% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 106 672 | 100 000 | 52 576 CHF | 50 327 CHF | 100,00% | 100,00% |
15/11/2024 | 1,87% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 100 376 | 100 000 | 53 190 CHF | 54 006 CHF | 100,00% | 100,00% |
14/11/2024 | 1,69% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 697 CHF | 59 697 CHF | 99,22% | 99,22% |
13/11/2024 | 1,59% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 99 559 | 99 160 | 62 522 CHF | 63 265 CHF | 99,36% | 99,36% |
12/11/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 69 526 CHF | 70 526 CHF | 100,00% | 100,00% |
11/11/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 199 CHF | 60 199 CHF | 99,41% | 99,41% |
08/11/2024 | 1,82% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 523 CHF | 55 523 CHF | 100,00% | 100,00% |
07/11/2024 | 1,69% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 99 479 | 97 395 | 61 243 CHF | 60 998 CHF | 98,73% | 98,73% |