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 | 1,77% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 949 CHF | 56 949 CHF | 100,00% | 100,00% |
19/11/2024 | 1,82% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 508 CHF | 55 508 CHF | 100,00% | 100,00% |
18/11/2024 | 1,78% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 726 CHF | 56 726 CHF | 100,00% | 100,00% |
15/11/2024 | 1,63% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 894 CHF | 61 894 CHF | 100,00% | 100,00% |
14/11/2024 | 1,53% | 0,69 CHF | 0,70 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 64 851 CHF | 65 851 CHF | 99,44% | 99,44% |
13/11/2024 | 1,63% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 99 927 | 99 818 | 61 933 CHF | 62 878 CHF | 98,88% | 98,88% |
12/11/2024 | 1,47% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 67 335 CHF | 68 335 CHF | 100,00% | 100,00% |
11/11/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 71 433 CHF | 72 433 CHF | 100,00% | 100,00% |
08/11/2024 | 1,40% | 0,70 CHF | 0,71 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 70 863 CHF | 71 863 CHF | 99,51% | 99,51% |
07/11/2024 | 1,42% | 0,70 CHF | 0,71 CHF | 100 000 | 100 000 | 98 701 | 98 701 | 72 527 CHF | 73 550 CHF | 99,06% | 99,06% |