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 | 1,70% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 489 CHF | 59 489 CHF | 99,38% | 99,38% |
19/11/2024 | 1,73% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 284 CHF | 58 284 CHF | 99,26% | 99,26% |
18/11/2024 | 1,75% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 582 CHF | 57 582 CHF | 99,28% | 99,28% |
15/11/2024 | 1,81% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 857 CHF | 55 857 CHF | 99,39% | 99,39% |
14/11/2024 | 1,71% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 928 CHF | 58 928 CHF | 99,37% | 99,37% |
13/11/2024 | 1,79% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 342 CHF | 56 342 CHF | 99,39% | 99,39% |
12/11/2024 | 2,00% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 112 104 | 112 104 | 55 564 CHF | 56 685 CHF | 99,11% | 99,11% |
11/11/2024 | 2,01% | 0,49 CHF | 0,50 CHF | 125 000 | 125 000 | 115 659 | 115 659 | 57 030 CHF | 58 187 CHF | 99,28% | 99,28% |
08/11/2024 | 2,00% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 106 727 | 106 727 | 52 890 CHF | 53 958 CHF | 99,39% | 99,39% |
07/11/2024 | 2,15% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 124 575 | 124 575 | 57 264 CHF | 58 510 CHF | 99,27% | 99,27% |