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 | 1,67% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 500 CHF | 60 500 CHF | 100,00% | 100,00% |
20/11/2024 | 1,65% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 967 CHF | 60 967 CHF | 98,98% | 98,98% |
19/11/2024 | 1,81% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 653 CHF | 55 653 CHF | 100,00% | 100,00% |
18/11/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 076 CHF | 59 076 CHF | 100,00% | 100,00% |
15/11/2024 | 1,81% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 651 CHF | 55 651 CHF | 100,00% | 100,00% |
14/11/2024 | 1,87% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 880 CHF | 53 880 CHF | 99,22% | 99,22% |
13/11/2024 | 1,89% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 99 159 | 52 487 CHF | 53 032 CHF | 99,36% | 99,36% |
12/11/2024 | 1,77% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 148 CHF | 57 148 CHF | 100,00% | 100,00% |
11/11/2024 | 1,45% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 68 326 CHF | 69 326 CHF | 100,00% | 100,00% |
08/11/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 67 382 CHF | 68 382 CHF | 100,00% | 100,00% |