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 | 1,55% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 97 696 | 97 696 | 62 313 CHF | 63 290 CHF | 99,38% | 99,38% |
19/11/2024 | 1,50% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 84 107 | 84 107 | 55 425 CHF | 56 266 CHF | 98,92% | 98,92% |
18/11/2024 | 1,73% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 219 CHF | 58 219 CHF | 99,25% | 99,25% |
15/11/2024 | 1,82% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 373 CHF | 55 373 CHF | 99,38% | 99,38% |
14/11/2024 | 1,80% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 267 CHF | 56 267 CHF | 99,30% | 99,30% |
13/11/2024 | 1,68% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 025 CHF | 60 025 CHF | 99,36% | 99,36% |
12/11/2024 | 2,03% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 114 307 | 114 307 | 55 805 CHF | 56 948 CHF | 99,05% | 99,05% |
11/11/2024 | 1,68% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 99 774 | 99 774 | 59 241 CHF | 60 238 CHF | 99,30% | 99,30% |
08/11/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 78 390 | 78 390 | 53 859 CHF | 54 643 CHF | 99,39% | 99,39% |
07/11/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 75 000 | 75 000 | 89 419 | 89 419 | 59 386 CHF | 60 280 CHF | 99,23% | 99,23% |