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 | 100 000 | 100 000 | 102 982 | 102 982 | 54 694 CHF | 55 724 CHF | 100,00% | 100,00% |
19/11/2024 | 2,04% | 0,50 CHF | 0,51 CHF | 125 000 | 125 000 | 121 284 | 121 284 | 58 772 CHF | 59 985 CHF | 99,89% | 99,89% |
18/11/2024 | 1,80% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 028 CHF | 56 028 CHF | 99,89% | 99,89% |
15/11/2024 | 1,57% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 99 740 | 99 740 | 62 905 CHF | 63 902 CHF | 100,00% | 100,00% |
14/11/2024 | 1,56% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 430 CHF | 64 430 CHF | 100,00% | 100,00% |
13/11/2024 | 1,81% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 913 CHF | 55 913 CHF | 100,00% | 100,00% |
12/11/2024 | 1,59% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 98 358 | 98 357 | 61 516 CHF | 62 500 CHF | 99,69% | 99,69% |
11/11/2024 | 1,41% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 75 535 | 75 535 | 53 223 CHF | 53 979 CHF | 99,85% | 99,85% |
08/11/2024 | 1,68% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 062 CHF | 60 062 CHF | 100,00% | 100,00% |
07/11/2024 | 1,84% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 248 | 100 247 | 54 193 CHF | 55 195 CHF | 99,91% | 99,91% |