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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,79% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 537 CHF | 56 537 CHF | 100,00% | 100,00% |
20/11/2024 | 1,77% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 019 CHF | 57 019 CHF | 98,98% | 98,98% |
19/11/2024 | 1,95% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 442 | 100 000 | 50 955 CHF | 51 739 CHF | 100,00% | 100,00% |
18/11/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 140 CHF | 55 140 CHF | 100,00% | 100,00% |
15/11/2024 | 1,95% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 100 750 | 100 000 | 51 124 CHF | 51 759 CHF | 100,00% | 100,00% |
14/11/2024 | 2,02% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 107 053 | 100 000 | 52 541 CHF | 50 109 CHF | 99,22% | 99,22% |
13/11/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 108 929 | 99 159 | 52 857 CHF | 49 125 CHF | 99,36% | 99,36% |
12/11/2024 | 1,90% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 101 328 | 100 000 | 52 883 CHF | 53 240 CHF | 100,00% | 100,00% |
11/11/2024 | 1,54% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 64 326 CHF | 65 326 CHF | 100,00% | 100,00% |
08/11/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 382 CHF | 64 382 CHF | 100,00% | 100,00% |