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 | 1,68% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 084 CHF | 60 084 CHF | 100,00% | 100,00% |
19/11/2024 | 1,62% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 61 136 CHF | 62 136 CHF | 100,00% | 100,00% |
18/11/2024 | 1,59% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 62 586 CHF | 63 586 CHF | 100,00% | 100,00% |
15/11/2024 | 1,61% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 61 474 CHF | 62 474 CHF | 100,00% | 100,00% |
14/11/2024 | 1,56% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 497 CHF | 64 497 CHF | 99,22% | 99,22% |
13/11/2024 | 1,51% | 0,67 CHF | 0,68 CHF | 100 000 | 100 000 | 99 559 | 99 160 | 66 436 CHF | 67 169 CHF | 99,36% | 99,36% |
12/11/2024 | 1,68% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 938 CHF | 59 938 CHF | 100,00% | 100,00% |
11/11/2024 | 1,96% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 101 167 | 100 000 | 51 067 CHF | 51 495 CHF | 100,00% | 100,00% |
08/11/2024 | 1,91% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 51 987 CHF | 52 987 CHF | 100,00% | 100,00% |
07/11/2024 | 1,96% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 000 | 97 395 | 51 119 CHF | 50 750 CHF | 98,73% | 98,73% |