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 | 1,87% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 102 211 | 100 000 | 54 090 CHF | 54 011 CHF | 100,00% | 100,00% |
19/11/2024 | 1,94% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 102 647 | 100 000 | 52 506 CHF | 52 232 CHF | 100,00% | 100,00% |
18/11/2024 | 1,77% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 080 CHF | 57 080 CHF | 100,00% | 100,00% |
15/11/2024 | 1,59% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 62 250 CHF | 63 250 CHF | 100,00% | 100,00% |
14/11/2024 | 1,56% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 474 CHF | 64 474 CHF | 99,52% | 99,52% |
13/11/2024 | 1,58% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 99 554 | 99 147 | 63 592 CHF | 64 330 CHF | 99,32% | 99,32% |
12/11/2024 | 1,34% | 0,67 CHF | 0,68 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 74 219 CHF | 75 219 CHF | 100,00% | 100,00% |
11/11/2024 | 1,24% | 0,80 CHF | 0,81 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 80 244 CHF | 81 244 CHF | 100,00% | 100,00% |
08/11/2024 | 1,35% | 0,71 CHF | 0,72 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 73 432 CHF | 74 432 CHF | 100,00% | 100,00% |
07/11/2024 | 1,31% | 0,83 CHF | 0,84 CHF | 100 000 | 100 000 | 98 444 | 97 406 | 78 795 CHF | 79 031 CHF | 99,12% | 99,12% |