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 | 1,72% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 683 CHF | 58 683 CHF | 99,82% | 99,82% |
19/11/2024 | 1,79% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 180 | 100 180 | 55 507 CHF | 56 508 CHF | 99,83% | 99,83% |
18/11/2024 | 2,11% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 124 741 | 124 741 | 58 597 CHF | 59 844 CHF | 100,00% | 100,00% |
15/11/2024 | 2,12% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 124 801 | 124 801 | 58 191 CHF | 59 439 CHF | 100,00% | 100,00% |
14/11/2024 | 1,79% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 255 CHF | 56 255 CHF | 100,00% | 100,00% |
13/11/2024 | 1,84% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 101 CHF | 55 101 CHF | 99,31% | 99,31% |
12/11/2024 | 1,47% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 80 705 | 80 707 | 54 545 CHF | 55 353 CHF | 100,00% | 100,00% |
11/11/2024 | 1,29% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 581 CHF | 58 331 CHF | 99,77% | 99,77% |
08/11/2024 | 1,47% | 0,66 CHF | 0,67 CHF | 75 000 | 75 000 | 81 255 | 81 253 | 54 889 CHF | 55 700 CHF | 100,00% | 100,00% |
07/11/2024 | 1,41% | 0,67 CHF | 0,68 CHF | 75 000 | 75 000 | 75 523 | 75 524 | 53 142 CHF | 53 898 CHF | 99,69% | 99,69% |