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 | 1,95% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 100 853 | 100 000 | 51 297 CHF | 51 879 CHF | 100,00% | 100,00% |
19/11/2024 | 2,00% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 106 085 | 100 000 | 52 379 CHF | 50 436 CHF | 100,00% | 100,00% |
18/11/2024 | 1,96% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 101 186 | 100 000 | 51 245 CHF | 51 664 CHF | 100,00% | 100,00% |
15/11/2024 | 1,78% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 799 CHF | 56 799 CHF | 100,00% | 100,00% |
14/11/2024 | 1,66% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 795 CHF | 60 795 CHF | 99,44% | 99,44% |
13/11/2024 | 1,77% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 99 927 | 99 818 | 56 843 CHF | 57 792 CHF | 98,88% | 98,88% |
12/11/2024 | 1,59% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 62 251 CHF | 63 251 CHF | 100,00% | 100,00% |
11/11/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 66 341 CHF | 67 341 CHF | 100,00% | 100,00% |
08/11/2024 | 1,51% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 65 792 CHF | 66 792 CHF | 99,51% | 99,51% |
07/11/2024 | 1,52% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 98 961 | 98 701 | 67 685 CHF | 68 525 CHF | 99,06% | 99,06% |