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 | 1,87% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 875 CHF | 53 875 CHF | 99,80% | 99,80% |
19/11/2024 | 2,02% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 119 267 | 119 267 | 58 258 CHF | 59 450 CHF | 99,70% | 99,70% |
18/11/2024 | 1,91% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 51 785 CHF | 52 785 CHF | 99,70% | 99,70% |
15/11/2024 | 1,77% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 919 CHF | 56 919 CHF | 99,80% | 99,80% |
14/11/2024 | 1,72% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 730 CHF | 58 730 CHF | 99,81% | 99,81% |
13/11/2024 | 1,77% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 096 CHF | 57 096 CHF | 99,80% | 99,80% |
12/11/2024 | 1,66% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 936 CHF | 60 936 CHF | 99,50% | 99,50% |
11/11/2024 | 1,58% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 62 787 CHF | 63 787 CHF | 99,70% | 99,70% |
08/11/2024 | 1,64% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 324 CHF | 61 324 CHF | 99,80% | 99,80% |
07/11/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 125 CHF | 64 125 CHF | 95,68% | 95,68% |