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 | 1,86% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 336 CHF | 54 336 CHF | 100,00% | 100,00% |
19/11/2024 | 1,79% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 424 CHF | 56 424 CHF | 100,00% | 100,00% |
18/11/2024 | 1,75% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 731 CHF | 57 731 CHF | 100,00% | 100,00% |
15/11/2024 | 1,78% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 740 CHF | 56 740 CHF | 100,00% | 100,00% |
14/11/2024 | 1,72% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 784 CHF | 58 784 CHF | 99,22% | 99,22% |
13/11/2024 | 1,64% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 99 780 | 99 160 | 60 818 CHF | 61 435 CHF | 99,36% | 99,36% |
12/11/2024 | 1,87% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 171 CHF | 54 171 CHF | 100,00% | 100,00% |
11/11/2024 | 2,21% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 118 336 | 100 000 | 52 838 CHF | 45 688 CHF | 100,00% | 100,00% |
08/11/2024 | 2,14% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 111 240 | 100 000 | 51 391 CHF | 47 214 CHF | 100,00% | 100,00% |
07/11/2024 | 2,25% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 115 479 | 97 395 | 52 415 CHF | 45 209 CHF | 98,73% | 98,73% |