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 | 1,59% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 62 338 CHF | 63 338 CHF | 100,00% | 100,00% |
19/11/2024 | 1,63% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 796 CHF | 61 796 CHF | 100,00% | 100,00% |
18/11/2024 | 1,60% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 62 005 CHF | 63 005 CHF | 100,00% | 100,00% |
15/11/2024 | 1,48% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 67 218 CHF | 68 218 CHF | 100,00% | 100,00% |
14/11/2024 | 1,39% | 0,75 CHF | 0,76 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 71 240 CHF | 72 240 CHF | 99,44% | 99,44% |
13/11/2024 | 1,47% | 0,69 CHF | 0,70 CHF | 100 000 | 100 000 | 99 854 | 99 818 | 68 214 CHF | 69 194 CHF | 98,88% | 98,88% |
12/11/2024 | 1,35% | 0,72 CHF | 0,73 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 73 712 CHF | 74 712 CHF | 100,00% | 100,00% |
11/11/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 77 829 CHF | 78 829 CHF | 100,00% | 100,00% |
08/11/2024 | 1,29% | 0,76 CHF | 0,77 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 77 227 CHF | 78 227 CHF | 99,51% | 99,51% |
07/11/2024 | 1,30% | 0,76 CHF | 0,77 CHF | 100 000 | 100 000 | 98 701 | 98 701 | 78 751 CHF | 79 773 CHF | 99,06% | 99,06% |