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 | 1,42% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 78 955 | 60 847 | 55 026 CHF | 42 568 CHF | 99,56% | 99,56% |
19/11/2024 | 1,55% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 85 429 | 62 510 | 54 751 CHF | 40 496 CHF | 86,44% | 86,44% |
18/11/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 100 000 | 100 000 | 84 343 | 60 858 | 57 618 CHF | 42 219 CHF | 99,55% | 99,55% |
15/11/2024 | 1,25% | 0,69 CHF | 0,70 CHF | 100 000 | 100 000 | 76 319 | 60 532 | 60 149 CHF | 47 894 CHF | 98,37% | 98,37% |
14/11/2024 | 1,19% | 0,83 CHF | 0,84 CHF | 100 000 | 100 000 | 72 714 | 60 748 | 60 921 CHF | 51 579 CHF | 99,28% | 99,28% |
13/11/2024 | 1,33% | 0,76 CHF | 0,77 CHF | 100 000 | 100 000 | 76 319 | 61 006 | 58 616 CHF | 47 303 CHF | 95,30% | 95,30% |
12/11/2024 | 1,39% | 0,75 CHF | 0,76 CHF | 100 000 | 100 000 | 83 653 | 61 154 | 59 789 CHF | 44 485 CHF | 96,98% | 96,98% |
11/11/2024 | 6,33% | 0,69 CHF | 0,74 CHF | 10 000 | 10 000 | 6 091 | 6 091 | 4 642 CHF | 4 947 CHF | 99,14% | 99,14% |
08/11/2024 | 1,21% | 0,80 CHF | 0,81 CHF | 100 000 | 100 000 | 73 893 | 60 859 | 60 846 CHF | 50 750 CHF | 99,60% | 99,60% |
07/11/2024 | 1,28% | 0,83 CHF | 0,84 CHF | 100 000 | 100 000 | 76 542 | 60 903 | 59 322 CHF | 47 907 CHF | 99,07% | 99,07% |