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 | 1,92% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 183 | 100 183 | 51 747 CHF | 52 749 CHF | 99,80% | 99,80% |
19/11/2024 | 2,05% | 0,49 CHF | 0,50 CHF | 125 000 | 125 000 | 122 910 | 122 910 | 59 301 CHF | 60 530 CHF | 99,71% | 99,71% |
18/11/2024 | 1,95% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 50 710 CHF | 51 710 CHF | 99,69% | 99,69% |
15/11/2024 | 1,82% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 385 CHF | 55 385 CHF | 99,80% | 99,80% |
14/11/2024 | 1,77% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 018 CHF | 57 018 CHF | 99,81% | 99,81% |
13/11/2024 | 1,82% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 566 CHF | 55 566 CHF | 99,80% | 99,80% |
12/11/2024 | 1,71% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 050 CHF | 59 050 CHF | 99,49% | 99,49% |
11/11/2024 | 1,64% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 632 CHF | 61 632 CHF | 99,70% | 99,70% |
08/11/2024 | 1,70% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 417 CHF | 59 417 CHF | 99,81% | 99,81% |
07/11/2024 | 1,62% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 61 113 CHF | 62 113 CHF | 95,70% | 95,70% |