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 | 2,61% | 0,58 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 733 CHF | 57 209 CHF | 100,00% | 100,00% |
19/11/2024 | 2,34% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 65 633 CHF | 67 189 CHF | 100,00% | 100,00% |
18/11/2024 | 2,55% | 0,63 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 64 352 CHF | 66 016 CHF | 100,00% | 100,00% |
15/11/2024 | 2,65% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 62 258 CHF | 63 927 CHF | 100,00% | 100,00% |
14/11/2024 | 2,56% | 0,61 CHF | 0,63 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 121 037 CHF | 124 180 CHF | 99,52% | 99,52% |
13/11/2024 | 2,72% | 0,59 CHF | 0,61 CHF | 100 000 | 100 000 | 99 703 | 99 703 | 58 333 CHF | 59 942 CHF | 99,32% | 99,32% |
12/11/2024 | 2,97% | 0,59 CHF | 0,60 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 110 570 CHF | 113 896 CHF | 100,00% | 100,00% |
11/11/2024 | 3,09% | 0,52 CHF | 0,54 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 104 054 CHF | 107 323 CHF | 100,00% | 100,00% |
08/11/2024 | 2,74% | 0,56 CHF | 0,58 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 114 141 CHF | 117 315 CHF | 100,00% | 100,00% |
07/11/2024 | 2,88% | 0,56 CHF | 0,58 CHF | 100 000 | 100 000 | 98 703 | 98 703 | 55 282 CHF | 56 896 CHF | 99,13% | 99,13% |