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 | 1,90% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 224 CHF | 53 224 CHF | 100,00% | 100,00% |
19/11/2024 | 1,83% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 234 CHF | 55 234 CHF | 100,00% | 100,00% |
18/11/2024 | 1,78% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 630 CHF | 56 630 CHF | 100,00% | 100,00% |
15/11/2024 | 1,82% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 589 CHF | 55 589 CHF | 100,00% | 100,00% |
14/11/2024 | 1,75% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 591 CHF | 57 591 CHF | 99,22% | 99,22% |
13/11/2024 | 1,67% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 99 780 | 99 160 | 59 660 CHF | 60 288 CHF | 99,36% | 99,36% |
12/11/2024 | 1,90% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 305 | 100 000 | 52 204 CHF | 53 054 CHF | 100,00% | 100,00% |
11/11/2024 | 2,27% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 118 544 | 100 000 | 51 638 CHF | 44 593 CHF | 100,00% | 100,00% |
08/11/2024 | 2,19% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 117 416 | 100 000 | 52 952 CHF | 46 119 CHF | 100,00% | 100,00% |
07/11/2024 | 2,27% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 120 000 | 97 395 | 53 072 CHF | 44 041 CHF | 98,73% | 98,73% |