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 | 1,71% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 874 CHF | 58 874 CHF | 99,80% | 99,80% |
19/11/2024 | 1,87% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 126 CHF | 54 126 CHF | 99,72% | 99,72% |
18/11/2024 | 1,76% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 441 CHF | 57 441 CHF | 99,70% | 99,70% |
15/11/2024 | 1,63% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 993 CHF | 61 993 CHF | 99,79% | 99,79% |
14/11/2024 | 1,58% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 62 741 CHF | 63 741 CHF | 99,81% | 99,81% |
13/11/2024 | 1,63% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 936 CHF | 61 936 CHF | 99,80% | 99,80% |
12/11/2024 | 1,52% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 92 770 | 92 770 | 60 442 CHF | 61 369 CHF | 99,50% | 99,50% |
11/11/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 75 155 | 75 155 | 51 578 CHF | 52 330 CHF | 99,71% | 99,71% |
08/11/2024 | 1,51% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 97 995 | 97 994 | 64 267 CHF | 65 247 CHF | 99,80% | 99,80% |
07/11/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 75 144 | 75 144 | 51 550 CHF | 52 302 CHF | 95,68% | 95,68% |