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 | 1,60% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 61 845 CHF | 62 845 CHF | 99,80% | 99,80% |
19/11/2024 | 1,67% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 431 CHF | 60 431 CHF | 99,71% | 99,71% |
18/11/2024 | 1,56% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 473 CHF | 64 473 CHF | 99,71% | 99,71% |
15/11/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 99 740 | 99 740 | 64 507 CHF | 65 504 CHF | 99,80% | 99,80% |
14/11/2024 | 1,52% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 95 834 | 95 835 | 62 684 CHF | 63 643 CHF | 99,80% | 99,80% |
13/11/2024 | 1,68% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 091 CHF | 60 091 CHF | 99,80% | 99,80% |
12/11/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 907 CHF | 58 907 CHF | 99,50% | 99,50% |
11/11/2024 | 1,79% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 481 CHF | 56 481 CHF | 99,71% | 99,71% |
08/11/2024 | 2,04% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 118 455 | 118 455 | 57 271 CHF | 58 456 CHF | 99,80% | 99,80% |
07/11/2024 | 1,94% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 105 061 | 105 061 | 53 447 CHF | 54 498 CHF | 95,68% | 95,68% |