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 | 1,76% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 330 CHF | 57 330 CHF | 99,38% | 99,38% |
19/11/2024 | 1,78% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 621 CHF | 56 621 CHF | 99,23% | 99,23% |
18/11/2024 | 1,78% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 739 CHF | 56 739 CHF | 99,25% | 99,25% |
15/11/2024 | 1,80% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 979 CHF | 55 979 CHF | 99,39% | 99,39% |
14/11/2024 | 1,79% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 503 CHF | 56 503 CHF | 99,37% | 99,37% |
13/11/2024 | 1,82% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 438 CHF | 55 438 CHF | 99,39% | 99,39% |
12/11/2024 | 2,00% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 113 859 | 113 859 | 56 268 CHF | 57 407 CHF | 99,08% | 99,08% |
11/11/2024 | 2,74% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 53 985 CHF | 55 485 CHF | 99,29% | 99,29% |
08/11/2024 | 2,61% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 56 652 CHF | 58 152 CHF | 99,39% | 99,39% |
07/11/2024 | 2,75% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 53 840 CHF | 55 340 CHF | 99,25% | 99,25% |