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 | 1,66% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 689 CHF | 60 689 CHF | 100,00% | 100,00% |
19/11/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 61 789 CHF | 62 789 CHF | 100,00% | 100,00% |
18/11/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 321 CHF | 64 321 CHF | 100,00% | 100,00% |
15/11/2024 | 1,59% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 62 204 CHF | 63 204 CHF | 100,00% | 100,00% |
14/11/2024 | 1,55% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 64 253 CHF | 65 253 CHF | 99,22% | 99,22% |
13/11/2024 | 1,49% | 0,67 CHF | 0,68 CHF | 100 000 | 100 000 | 99 559 | 99 160 | 66 995 CHF | 67 723 CHF | 99,36% | 99,36% |
12/11/2024 | 1,66% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 627 CHF | 60 627 CHF | 100,00% | 100,00% |
11/11/2024 | 1,94% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 017 | 100 000 | 50 960 CHF | 51 952 CHF | 100,00% | 100,00% |
08/11/2024 | 1,88% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 604 CHF | 53 604 CHF | 100,00% | 100,00% |
07/11/2024 | 1,99% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 97 395 | 51 866 CHF | 51 504 CHF | 98,73% | 98,73% |