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 | 1,73% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 201 CHF | 58 201 CHF | 100,00% | 100,00% |
19/11/2024 | 1,78% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 682 CHF | 56 682 CHF | 100,00% | 100,00% |
18/11/2024 | 1,74% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 895 CHF | 57 895 CHF | 100,00% | 100,00% |
15/11/2024 | 1,60% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 62 056 CHF | 63 056 CHF | 100,00% | 100,00% |
14/11/2024 | 1,50% | 0,70 CHF | 0,71 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 66 075 CHF | 67 075 CHF | 99,44% | 99,44% |
13/11/2024 | 1,59% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 99 924 | 99 818 | 63 103 CHF | 64 046 CHF | 98,88% | 98,88% |
12/11/2024 | 1,45% | 0,67 CHF | 0,68 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 68 523 CHF | 69 523 CHF | 100,00% | 100,00% |
11/11/2024 | 1,37% | 0,72 CHF | 0,73 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 72 699 CHF | 73 699 CHF | 100,00% | 100,00% |
08/11/2024 | 1,38% | 0,71 CHF | 0,72 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 72 075 CHF | 73 075 CHF | 99,51% | 99,51% |
07/11/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 100 000 | 100 000 | 98 701 | 98 701 | 73 693 CHF | 74 716 CHF | 99,06% | 99,06% |