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 | 1,63% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 61 167 CHF | 62 167 CHF | 100,00% | 100,00% |
19/11/2024 | 1,67% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 411 CHF | 60 411 CHF | 100,00% | 100,00% |
18/11/2024 | 1,55% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 64 175 CHF | 65 175 CHF | 100,00% | 100,00% |
15/11/2024 | 1,41% | 0,68 CHF | 0,69 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 70 327 CHF | 71 327 CHF | 100,00% | 100,00% |
14/11/2024 | 1,39% | 0,74 CHF | 0,75 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 71 714 CHF | 72 714 CHF | 99,52% | 99,52% |
13/11/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 100 000 | 100 000 | 99 383 | 99 147 | 71 585 CHF | 72 413 CHF | 99,32% | 99,32% |
12/11/2024 | 1,21% | 0,75 CHF | 0,76 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 82 329 CHF | 83 329 CHF | 100,00% | 100,00% |
11/11/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 88 354 CHF | 89 354 CHF | 100,00% | 100,00% |
08/11/2024 | 1,22% | 0,79 CHF | 0,80 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 81 548 CHF | 82 548 CHF | 100,00% | 100,00% |
07/11/2024 | 1,18% | 0,91 CHF | 0,92 CHF | 100 000 | 100 000 | 98 444 | 97 406 | 86 839 CHF | 86 987 CHF | 99,12% | 99,12% |