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 | 1,48% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 81 604 | 81 604 | 54 656 CHF | 55 472 CHF | 99,38% | 99,38% |
19/11/2024 | 1,55% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 96 374 | 96 374 | 61 618 CHF | 62 581 CHF | 99,26% | 99,26% |
18/11/2024 | 1,44% | 0,71 CHF | 0,72 CHF | 75 000 | 75 000 | 75 525 | 75 525 | 52 155 CHF | 52 910 CHF | 99,27% | 99,27% |
15/11/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 76 600 | 76 600 | 52 756 CHF | 53 522 CHF | 99,39% | 99,39% |
14/11/2024 | 1,52% | 0,68 CHF | 0,69 CHF | 100 000 | 100 000 | 92 299 | 92 299 | 60 193 CHF | 61 116 CHF | 99,35% | 99,35% |
13/11/2024 | 1,47% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 80 281 | 80 281 | 54 167 CHF | 54 970 CHF | 99,36% | 99,36% |
12/11/2024 | 1,47% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 81 316 | 81 316 | 54 659 CHF | 55 473 CHF | 99,03% | 99,03% |
11/11/2024 | 1,29% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 672 CHF | 58 422 CHF | 99,22% | 99,22% |
08/11/2024 | 1,37% | 0,71 CHF | 0,72 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 54 449 CHF | 55 199 CHF | 99,39% | 99,39% |
07/11/2024 | 1,28% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 304 CHF | 59 054 CHF | 99,25% | 99,25% |