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 | 1,56% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 101 587 | 101 587 | 64 483 CHF | 65 499 CHF | 99,35% | 99,35% |
19/11/2024 | 1,50% | 0,61 CHF | 0,62 CHF | 110 000 | 110 000 | 103 467 | 103 467 | 68 697 CHF | 69 732 CHF | 85,22% | 89,88% |
18/11/2024 | 1,32% | 0,76 CHF | 0,77 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 75 378 CHF | 76 378 CHF | 99,94% | 99,94% |
15/11/2024 | 1,30% | 0,76 CHF | 0,77 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 76 224 CHF | 77 224 CHF | 100,00% | 100,00% |
14/11/2024 | 1,26% | 0,80 CHF | 0,81 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 78 834 CHF | 79 834 CHF | 99,89% | 99,89% |
13/11/2024 | 1,31% | 0,78 CHF | 0,79 CHF | 100 000 | 100 000 | 99 990 | 99 990 | 76 155 CHF | 77 154 CHF | 100,00% | 100,00% |
12/11/2024 | 1,18% | 0,82 CHF | 0,83 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 84 366 CHF | 85 366 CHF | 99,94% | 99,94% |
11/11/2024 | 1,11% | 0,87 CHF | 0,88 CHF | 100 000 | 100 000 | 99 990 | 99 990 | 89 257 CHF | 90 257 CHF | 99,88% | 99,88% |
08/11/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 84 401 CHF | 85 401 CHF | 99,98% | 99,98% |
07/11/2024 | 1,16% | 0,83 CHF | 0,84 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 86 002 CHF | 87 002 CHF | 100,00% | 100,00% |